boost::shared_ptr<IborIndex> OvernightIndex::clone(
const Handle<YieldTermStructure>& h) const {
return boost::shared_ptr<IborIndex>(
new OvernightIndex(familyName(),
fixingDays(),
currency(),
fixingCalendar(),
dayCounter(),
h));
}
boost::shared_ptr<IborIndex> Libor::clone(
const Handle<YieldTermStructure>& h) const {
return boost::shared_ptr<IborIndex>(new Libor(familyName(),
tenor(),
fixingDays(),
currency(),
financialCenterCalendar_,
dayCounter(),
h));
}
boost::shared_ptr<IborIndex> IborIndex::clone(
const Handle<YieldTermStructure>& h) const {
return boost::shared_ptr<IborIndex>(
new IborIndex(familyName(),
tenor(),
fixingDays(),
currency(),
fixingCalendar(),
businessDayConvention(),
endOfMonth(),
dayCounter(),
h));
}
shared_ptr<SwapIndex>
SwapIndex::clone(const Handle<YieldTermStructure>& forwarding,
const Handle<YieldTermStructure>& discounting) const {
return shared_ptr<SwapIndex>(new
SwapIndex(familyName(),
tenor(),
fixingDays(),
currency(),
fixingCalendar(),
fixedLegTenor(),
fixedLegConvention(),
dayCounter(),
iborIndex_->clone(forwarding),
discounting));
}
