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From: Peter C. <pca...@vo...> - 2012-07-06 18:38:38
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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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