[Quantlib-users] Cloning an overnightIndex

[David D. <nh...@gm...>]

Hi all,

In python, cloning an Ibor index seems to be a good way to assign a
YieldTermStructure after it is created.

For example: index.clone(yts)

However this doesn't work with an overnight index because after cloning,
the index type changes to IborIndex.

For example,  creating and index with ql.FedFunds() shows :

<QuantLib.QuantLib.FedFunds; proxy of <Swig Object of type
'boost::shared_ptr< FedFunds > *' at 0x7f0706751a80> >


But if I clone it, with ql.FedFunds().clone(yts), the instance changes to:


<QuantLib.QuantLib.IborIndex; proxy of <Swig Object of type
'boost::shared_ptr< IborIndex > *' at 0x7f0706751de0> >


Is this expected?