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Constructing Indices and fleshing them out
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The index construction needs a yield curve. These can be constructed with functions available in the TermStructure category
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InterestRateIndexCurrency, InterestRateIndexDayCounter, InterestRateIndexFamilyName, InterestRateIndexFixingDate, InterestRateIndexFixingDays, InterestRateIndexMaturity, InterestRateIndexTenor, InterestRateIndexValueDate
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