1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2010 Ferdinando Ametrano
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20#include <ql/experimental/coupons/proxyibor.hpp>
21#include <utility>
22
23namespace QuantLib {
24
25 ProxyIbor::ProxyIbor(const std::string& familyName,
26 const Period& tenor,
27 Natural settlementDays,
28 const Currency& currency,
29 const Calendar& fixingCalendar,
30 BusinessDayConvention convention,
31 bool endOfMonth,
32 const DayCounter& dayCounter,
33 Handle<Quote> gearing,
34 ext::shared_ptr<IborIndex> iborIndex,
35 Handle<Quote> spread)
36 : IborIndex(familyName,
37 tenor,
38 settlementDays,
39 currency,
40 fixingCalendar,
41 convention,
42 endOfMonth,
43 dayCounter),
44 gearing_(std::move(gearing)), iborIndex_(std::move(iborIndex)), spread_(std::move(spread)) {
45 registerWith(h: iborIndex_);
46 }
47}
48

source code of quantlib/ql/experimental/coupons/proxyibor.cpp