Re: [Quantlib-users] How to generalise the creation of Index

[Brian S. <bri...@gm...>]

Hi,

It will really be very helpful if there is some way to achieve this
using a variable string -

std::string getIndex = "Euribor1M"

Basically, for my case, the Currency and period are variable. So I
want to be able to create index based on the dynamically supplied
values. Another way to do the same is -

boost::shared_ptr<IborIndex> MyIndex(new USDLibor(Period(3, Months),
forecastingTermStructure));

But again, I require to chose "USDLibor" dynamically. Means,

If currency is USD then use ->
boost::shared_ptr<IborIndex> MyIndex(new USDLibor(Period(3, Months),
forecastingTermStructure));

If currency is EUR then use ->
boost::shared_ptr<IborIndex> MyIndex(new EURLibor(Period(3, Months),
forecastingTermStructure));

etc.

I have long list of currencies, so any pointer to achieve this
flexibility will be very helpful.

Thanks for your time.

On Sat, 19 Sep 2020 at 23:01, Brian Smith <bri...@gm...> wrote:
>
> Hi,
>
> I understand that one way to create an index in QuantLib is,
>
> ext::shared_ptr<IborIndex> myIndex(new Euribor1M(termStructure));
>
> However in my case the information like Euribor1M is variable and
> stored in another variable like,
>
> std::string getIndex = "Euribor1M";
>
> I am looking for some way to pass the variable getIndex, instead
> Euribor1M directly, to create appropriate index based on my dynamic
> situation.
>
> Is there any possible way to achieve this?