QPR-12959 fix clone

Damien Barker · Damien Barker · commit f7ab4ab5202d · 2025-11-24T23:58:27.000Z
diff --git a/QuantExt/qle/indexes/fallbackovernightindex.hpp b/QuantExt/qle/indexes/fallbackovernightindex.hpp
@@ -51,7 +51,8 @@ class FallbackOvernightIndex : public QuantLib::OvernightIndex {
 		return iborFallbackIndex_->pastFixing(fixingDate);
     }
     QuantLib::ext::shared_ptr<IborIndex> clone(const Handle<YieldTermStructure>& forwarding) const override {
-        return iborFallbackIndex_->clone(forwarding);
+        return QuantLib::ext::make_shared<FallbackOvernightIndex>(originalIndex(), rfrIndex(), spread(), switchDate(),
+                                                                 forwarding);
     }
 
     QuantLib::ext::shared_ptr<OvernightIndex> originalIndex() const {

Original file line number	Diff line number	Diff line change
`@@ -51,7 +51,8 @@ class FallbackOvernightIndex : public QuantLib::OvernightIndex {`
`51`	`51`	`return iborFallbackIndex_->pastFixing(fixingDate);`
`52`	`52`	`}`
`53`	`53`	`QuantLib::ext::shared_ptr<IborIndex> clone(const Handle<YieldTermStructure>& forwarding) const override {`
`54`		`- return iborFallbackIndex_->clone(forwarding);`
	`54`	`+ return QuantLib::ext::make_shared<FallbackOvernightIndex>(originalIndex(), rfrIndex(), spread(), switchDate(),`
	`55`	`+ forwarding);`
`55`	`56`	`}`
`56`	`57`
`57`	`58`	`QuantLib::ext::shared_ptr<OvernightIndex> originalIndex() const {`