public override IborIndex Clone(YieldTermStructure forwardingCurve)
{
if (Impl.QlObj is not global::QuantLib.OvernightIndex iborIdx)
{
throw new InvalidOperationException(
$"Implementation object reference is of type {Impl.QlObj.GetType().FullName} which is not derived from {nameof(global::QuantLib.OvernightIndex)}");
}
var qlObj = iborIdx.clone(forwardingCurve.GetHandle());
if (qlObj is global::QuantLib.OvernightIndex onIdx)
{
return(new OvernightIndex(onIdx));
}
// This should never happen
return(new IborIndex(qlObj));
}
public IsdaCdsEngine(DefaultProbabilityTermStructure creditCurve, double recoveryRate, YieldTermStructure discountCurve)
: base(new QlIsdaCdsEngine(creditCurve.GetHandle(), recoveryRate, discountCurve.GetHandle()))
{
}
public DiscountingSwapEngine(YieldTermStructure discountCurve)
: base(new QlDiscountingSwapEngine(discountCurve.GetHandle()))
{
}
public ForwardPointsEngine(ExchangeRate spotExchangeRate, FxForwardPointTermStructure forwardPointsCurve,
YieldTermStructure baseDiscountCurve, YieldTermStructure quoteDiscountCurve)
: base(new QlFwdPtsEngine(spotExchangeRate.QlObj, forwardPointsCurve.GetHandle(), baseDiscountCurve.GetHandle(), quoteDiscountCurve.GetHandle()))
{
}