swapindex clone

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swapindex clone

Peter Caspers-2
Hi,

can we add the following to swapindex ?

Peter

//! returns a copy of itself linked to a different forwarding curve and
discount curve
         virtual boost::shared_ptr<SwapIndex> clone(
                         const Handle<YieldTermStructure>& forwarding,
                         const Handle<YieldTermStructure>& discount) const;

shared_ptr<SwapIndex>
     SwapIndex::clone(const Handle<YieldTermStructure>& forwarding,
                      const Handle<YieldTermStructure>& discount) const {

             return shared_ptr<SwapIndex>(new
                 SwapIndex(familyName(),
                           tenor(),
                           fixingDays(),
                           currency(),
                           fixingCalendar(),
                           fixedLegTenor(),
                           fixedLegConvention(),
                           dayCounter(),
                           iborIndex_->clone(forwarding),
                           discount));

     }

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