QPR-12959 fix forwarding term structure

Author: Damien Barker

QuantExt/qle/indexes/fallbackiborindex.cpp

@@ -35,8 +35,9 @@ FallbackIborIndex::FallbackIborIndex(const QuantLib::ext::shared_ptr<IborIndex>
                       : QuantLib::ext::dynamic_pointer_cast<OvernightIndex>(rfrIndex->clone(Handle<YieldTermStructure>(
                             QuantLib::ext::make_shared<SpreadedIndexYieldCurve>(rfrIndex, originalIndex, spread, false)))),
           spread, switchDate,
-          QuantLib::Handle<YieldTermStructure>(
-              QuantLib::ext::make_shared<IborFallbackCurve>(originalIndex, rfrIndex, spread, switchDate))) {}
+          useRfrCurve ? Handle<YieldTermStructure>(
+                            QuantLib::ext::make_shared<IborFallbackCurve>(originalIndex, rfrIndex, spread, switchDate))
+                      : originalIndex->forwardingTermStructure()) {}
 
 FallbackIborIndex::FallbackIborIndex(const QuantLib::ext::shared_ptr<IborIndex> originalIndex,
                                      const QuantLib::ext::shared_ptr<OvernightIndex> rfrIndex, const Real spread,