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From: Peter C. <pca...@gm...> - 2013-05-25 18:40:47
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Hi, can we add another clone method to SwapIndex which allows to change the tenor ? I think this could make life easier in some situations. At least I often create a new swap index from an existing one only changing the tenor. https://github.com/pcaspers/quantlib/commit/416713b23fd855b64f6c51824304f2524744b185 regards Peter |