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));
}
------------------------------------------------------------------------------
Live Security Virtual Conference
Exclusive live event will cover all the ways today's security and
threat landscape has changed and how IT managers can respond. Discussions
will include endpoint security, mobile security and the latest in malware
threats.
http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev