QLNet.IborIndex.clone C# (CSharp) Method

        public virtual IborIndex clone(Handle<YieldTermStructure> forwarding)
        {
            return new IborIndex(familyName(), tenor(), fixingDays(), currency(), fixingCalendar(), convention_, EndOfMonth, dayCounter(), forwarding);
        }

        public virtual SwapIndex clone(Handle <YieldTermStructure> forwarding)
        {
            if (exogenousDiscount_)
            {
                return(new SwapIndex(familyName(),
                                     tenor(),
                                     fixingDays(),
                                     currency(),
                                     fixingCalendar(),
                                     fixedLegTenor(),
                                     fixedLegConvention(),
                                     dayCounter(),
                                     iborIndex_.clone(forwarding),
                                     discount_));
            }

            return(new SwapIndex(familyName(),
                                 tenor(),
                                 fixingDays(),
                                 currency(),
                                 fixingCalendar(),
                                 fixedLegTenor(),
                                 fixedLegConvention(),
                                 dayCounter(),
                                 iborIndex_.clone(forwarding)));
        }