returns a copy of itself linked to a different forwarding curve
overload to avoid date/time (re)calculation
This can be called with cached coupon dates (and it does give quite a performance boost to coupon calculations) but is potentially misleading: by passing the wrong dates, one can ask a 6-months index for a 1-year fixing.
For that reason, we're leaving this method private and we're declaring the IborCoupon class (which uses it) as a friend. Should the need arise, we might promote it to public, but before doing that I'd think hard whether we have any other way to get the same results.
the curve used to forecast fixings
name Date calculations
These method can be overridden to implement particular conventions (e.g. EurLibor)
base class for Inter-Bank-Offered-Rate indexes (e.g. %Libor, etc.)