Re: [Quantlib-users] Cloning an overnightIndex

[Luigi B. <lui...@gm...>]

Hello,
    it's kind of forced on us by the need of virtual functions to have the
same return type.  In C++ one can easily downcast the pointer to the
correct class again, but that doesn't carry well to Python.  We should
override the method in the SWIG interface so it returns the more derived
type.  May you open an issue on GitHub?

Thanks,
    Luigi


On Tue, Jul 21, 2020 at 1:14 AM David Duarte <nh...@gm...> wrote:

> 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?
>
>
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