protected InterestRateIndex(string familyName, Period tenor, int fixingDays, Currency currency, Calendar fixingCalendar, DayCounter dayCounter)
{
familyName_ = familyName;
tenor_ = tenor;
fixingDays_ = fixingDays;
currency_ = currency;
fixingCalendar_ = fixingCalendar;
dayCounter_ = dayCounter;
tenor_.Normalize();
Settings.registerWith(update);
// recheck
IndexManager.instance().notifier(name()).registerWith(update);
}