File tree Expand file tree Collapse file tree
Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -51,6 +51,10 @@ namespace QuantLib {
5151
5252 overnightIndex_ =
5353 ext::dynamic_pointer_cast<OvernightIndex>(overnightIndex->clone (termStructureHandle_));
54+ // We want to be notified of changes of fixings, but we don't
55+ // want notifications from termStructureHandle_ (they would
56+ // interfere with bootstrapping.)
57+ overnightIndex_->unregisterWith (termStructureHandle_);
5458
5559 registerWith (overnightIndex_);
5660 registerWith (discountHandle_);
@@ -161,6 +165,10 @@ namespace QuantLib {
161165
162166 auto clonedOvernightIndex =
163167 ext::dynamic_pointer_cast<OvernightIndex>(overnightIndex->clone (termStructureHandle_));
168+ // We want to be notified of changes of fixings, but we don't
169+ // want notifications from termStructureHandle_ (they would
170+ // interfere with bootstrapping.)
171+ clonedOvernightIndex->unregisterWith (termStructureHandle_);
164172
165173 registerWith (clonedOvernightIndex);
166174 registerWith (discountHandle_);
You can’t perform that action at this time.
0 commit comments