[Quantlib-users] Index and Xibor

[Daniele De F. <Dan...@br...>]

Hi all,

We are trying to create a Floating cashflow that resets off an index which
is not really a Xibor. 
The problem is that the IndexedCoupon class that we use for our floating
cashflows takes a xibor as input and not a more generic index. 
We would like to create our own strange subclass of Index, but we won't be
able to use IndexedCoupons if we do that. 
We then thought that we could create our Index as a subclass of Xibor to get
around the problem. But unfortunately xibor doesn't have fixing() as a
virtual method.

Fortunately, QL being open source, we can just change the code to our
liking, but I'm wondering if there was some good reason that lead to the
current design choice for Index and its subclasses. As far as I can tell I
would have more of the Xibor's methods up in the Index interface and would
make Xibor's fixing() method virtual just in case. 

I would be more than glad to provide a patch for evaluation if my idea seems
reasonable. 

-Daniele