protected override void initializeDates()
{
// why not using index_->fixingDays instead of settlementDays_
Date settlement = iborIndex_.fixingCalendar().advance(evaluationDate_, iborIndex_.fixingDays(), TimeUnit.Days);
earliestDate_ = iborIndex_.fixingCalendar().advance(settlement, periodToStart_,
iborIndex_.businessDayConvention(), iborIndex_.endOfMonth());
latestDate_ = iborIndex_.maturityDate(earliestDate_);
fixingDate_ = iborIndex_.fixingDate(earliestDate_);
}