protected InterestRateIndex(string familyName, Period tenor, int fixingDays, Currency currency, Calendar fixingCalendar, DayCounter dayCounter) { familyName_ = familyName; tenor_ = tenor; fixingDays_ = fixingDays; currency_ = currency; fixingCalendar_ = fixingCalendar; dayCounter_ = dayCounter; tenor_.Normalize(); Settings.registerWith(update); // recheck IndexManager.instance().notifier(name()).registerWith(update); }