End of Month (EOM) Rule Overrides Convention Rule in QuantLib Schedule

[Pranayxx07]

import QuantLib as ql

startdate = ql.Date(31,1,2020)
maturityDate = ql.Date(31,1,2021)
calendar = ql.NullCalendar()
tenor = ql.Period(ql.Monthly)

calendar.addHoliday(ql.Date(31,3,2020))

aschedule =ql.Schedule(startdate,maturityDate,tenor,calendar,ql.Following,ql.Unadjusted,ql.DateGeneration.Forward,True)

list(aschedule)

Output [Date(31,1,2020), Date(29,2,2020), Date(30,3,2020), Date(30,4,2020), Date(31,5,2020), Date(30,6,2020), Date(31,7,2020), Date(31,8,2020), Date(30,9,2020), Date(31,10,2020), Date(30,11,2020), Date(31,12,2020), Date(31,1,2021)]

Even though I have specified ql.Following for the date adjustment convention, the schedule generates a date of 30 March 2020 instead of the expected 1 April 2020. Given the holiday on 31 March 2020 and the End-of-Month (EOM) flag being set to True, I expected the date to roll forward to 1 April 2020.

[boring-cyborg]

Thanks for posting! It might take a while before we look at your issue, so don't worry if there seems to be no feedback. We'll get to it.