IborIndex makeIndex()
{
DayCounter dayCounter = new Actual360();
List<Date> dates = new List<Date>();
List<double> rates = new List<double>();
dates.Add(new Date(4,9,2005));
dates.Add(new Date(4,9,2018));
rates.Add(0.01);
rates.Add(0.08);
Linear Interpolator=new Linear();
RelinkableHandle<YieldTermStructure> termStructure= new RelinkableHandle<YieldTermStructure>();;
//termStructure.linkTo(new InterpolatedZeroCurve<Linear>(dates, rates, dayCounter, Interpolator));
IborIndex index = new Euribor1Y(termStructure);
Date todaysDate =
index.fixingCalendar().adjust(new Date(4,9,2005));
Settings.setEvaluationDate(todaysDate);
dates[0] = index.fixingCalendar().advance(todaysDate,
index.fixingDays(), TimeUnit.Days);
//termStructure.linkTo(new ZeroCurve(dates, rates, dayCounter));
termStructure.linkTo(new InterpolatedZeroCurve<Linear>(dates, rates, dayCounter, Interpolator));
return index;
}
