[R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib

[Ilya Kipnis]

Keith,

I'm not particularly familiar with Libor schedules. Do they follow a
particular pattern/schedule/etc.?

-Ilya

On Tue, Aug 19, 2014 at 7:09 PM, Keith S Weintraub <kw1958 at gmail.com> wrote:
> Folks,
>
> I want to create a schedule for quarterly (or other frequency) LIBOR dates. I assume it can be done in RQuantLib.
>
> Note that I have read the "calendar" entry in the docs but I didn't see an EASY way to do what I want.
>
> The functionality seems to be there but I would like to know the best practice for doing so.
>
> A pointer to an example would be wonderful.
>
> Thanks so much for your time,
> Best,
> KW
>
>
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