From d6e4c027ff82409be8319047c0cc371d5238dc64 Mon Sep 17 00:00:00 2001 From: Maximilian Muecke Date: Wed, 22 Jul 2026 10:32:14 +0200 Subject: [PATCH] Accept Euribor1W as an alias for EuriborSW --- ChangeLog | 5 +++++ src/utils.cpp | 4 ++-- 2 files changed, 7 insertions(+), 2 deletions(-) diff --git a/ChangeLog b/ChangeLog index 8513b34..36b3a51 100644 --- a/ChangeLog +++ b/ChangeLog @@ -1,3 +1,8 @@ +2026-07-22 Maximilian Muecke + + * src/utils.cpp: Accept "Euribor1W" as an alias for "EuriborSW" in + buildIborIndex + 2026-07-21 Maximilian Muecke * src/utils.cpp: Correct Euribor2W and Euribor3W tenors when using diff --git a/src/utils.cpp b/src/utils.cpp index 9ddc3ea..2b9257c 100644 --- a/src/utils.cpp +++ b/src/utils.cpp @@ -483,7 +483,7 @@ QuantLib::DateGeneration::Rule getDateGenerationRule(const double n){ qlext::shared_ptr buildIborIndex(std::string type, const QuantLib::Handle& iborStrc){ #if QL_HEX_VERSION >= 0x013500c0 - if (type == "EuriborSW") return qlext::make_shared(iborStrc); + if (type == "EuriborSW" || type == "Euribor1W") return qlext::make_shared(iborStrc); if (type == "Euribor1M") return qlext::make_shared(1*QuantLib::Months, iborStrc); if (type == "Euribor2M") return qlext::make_shared(2*QuantLib::Months, iborStrc); if (type == "Euribor2W") return qlext::make_shared(2*QuantLib::Weeks, iborStrc); @@ -499,7 +499,7 @@ qlext::shared_ptr buildIborIndex(std::string type, if (type == "Euribor11M") return qlext::make_shared(11*QuantLib::Months, iborStrc); if (type == "Euribor1Y") return qlext::make_shared(1*QuantLib::Years, iborStrc); #else - if (type == "EuriborSW") return qlext::make_shared(iborStrc); + if (type == "EuriborSW" || type == "Euribor1W") return qlext::make_shared(iborStrc); if (type == "Euribor1M") return qlext::make_shared(iborStrc); if (type == "Euribor2M") return qlext::make_shared(iborStrc); if (type == "Euribor2W") return qlext::make_shared(iborStrc);