IborIndex makeIndex(List<Date> dates,
List<double> rates)
{
DayCounter dayCounter = new Actual360();
RelinkableHandle<YieldTermStructure> termStructure = new RelinkableHandle<YieldTermStructure>(); ;
IborIndex index = new Euribor6M(termStructure);
Date todaysDate =
index.fixingCalendar().adjust(new Date(4, 9, 2005));
Settings.setEvaluationDate(todaysDate);
dates[0] = index.fixingCalendar().advance(todaysDate,
index.fixingDays(), TimeUnit.Days);
Linear Interpolator = new Linear();
termStructure.linkTo(new InterpolatedZeroCurve<Linear>(dates, rates, dayCounter, Interpolator));
return index;
}
