I think this might be a very trivial question, but since I am pretty unfamiliar with C, this is a bit of a problem for me.
I have created IborIndex somewhere (it is correctly working):
mspr = ql.IborIndex('Mosprime', ql.Period('3M'), 2, ql.RUBCurrency(), ql.Russia(), ql.Following, True, ql.ActualActual()
Later I want to use it for cap pricing. I create some working yield curve handle:
curve_handle = ql.YieldTermStructureHandle(mosprime3M.curve)
How do I pass it to the IborIndex? My solution is to recreate
ql.IborIndex from scratch, using extracted parameters ( like
mspr.familyName() ), but I believe there does exist a one-liner. Usual Python notation doesn't seem to work. Could you please help?