From 0866cf68fe54b7d7517f67ac950ab769ff1e99d7 Mon Sep 17 00:00:00 2001
From: Maximilian Muecke <muecke.maximilian@gmail.com>
Date: Tue, 21 Jul 2026 19:22:35 +0200
Subject: [PATCH 1/2] Fix Euribor weekly tenor construction

---
 src/utils.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/src/utils.cpp b/src/utils.cpp
index efcf9ac9..9ddc3eab 100644
--- a/src/utils.cpp
+++ b/src/utils.cpp
@@ -486,9 +486,9 @@ qlext::shared_ptr<QuantLib::IborIndex> buildIborIndex(std::string type,
     if (type == "EuriborSW") return qlext::make_shared<QuantLib::Euribor1W>(iborStrc);
     if (type == "Euribor1M") return qlext::make_shared<QuantLib::Euribor>(1*QuantLib::Months, iborStrc);
     if (type == "Euribor2M") return qlext::make_shared<QuantLib::Euribor>(2*QuantLib::Months, iborStrc);
-    if (type == "Euribor2W") return qlext::make_shared<QuantLib::Euribor>(2*QuantLib::Months, iborStrc);
+    if (type == "Euribor2W") return qlext::make_shared<QuantLib::Euribor>(2*QuantLib::Weeks, iborStrc);
     if (type == "Euribor3M") return qlext::make_shared<QuantLib::Euribor>(3*QuantLib::Months, iborStrc);
-    if (type == "Euribor3W") return qlext::make_shared<QuantLib::Euribor>(3*QuantLib::Months, iborStrc);
+    if (type == "Euribor3W") return qlext::make_shared<QuantLib::Euribor>(3*QuantLib::Weeks, iborStrc);
     if (type == "Euribor4M") return qlext::make_shared<QuantLib::Euribor>(4*QuantLib::Months, iborStrc);
     if (type == "Euribor5M") return qlext::make_shared<QuantLib::Euribor>(5*QuantLib::Months, iborStrc);
     if (type == "Euribor6M") return qlext::make_shared<QuantLib::Euribor>(6*QuantLib::Months, iborStrc);

From 85edebbbaa0859a24e519060de81117a9d72204a Mon Sep 17 00:00:00 2001
From: Maximilian Muecke <muecke.maximilian@gmail.com>
Date: Tue, 21 Jul 2026 19:33:43 +0200
Subject: [PATCH 2/2] Document Euribor weekly tenor fix

---
 ChangeLog | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/ChangeLog b/ChangeLog
index 0a8ace33..8513b348 100644
--- a/ChangeLog
+++ b/ChangeLog
@@ -1,3 +1,8 @@
+2026-07-21  Maximilian Muecke  <muecke.maximilian@gmail.com>
+
+	* src/utils.cpp: Correct Euribor2W and Euribor3W tenors when using
+	QuantLib 1.35 or later
+
 2026-07-20  Dirk Eddelbuettel  <edd@debian.org>
 
 	* configure.ac: Refresh version list triggering 'outdated' message;