for what is worth I also agree that a coupon with two indexes is better.
there are no official (ISDA) fixings of the spread as far as I know, so
this suggests to avoid creating a non-existent index


On Wed, Apr 9, 2014 at 1:41 PM, Luigi Ballabio <notifications@github.com>wrote:

> In QuantLib/ql/experimental/coupons/swapspreadindex.hpp:
>
> > + WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
> > + or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */
> > +
> > +/*! \file swapspreadindex.hpp
> > +    \brief swap-rate spread indexes
> > +*/
> > +
> > +#ifndef quantlib_swapspreadindex_hpp
> > +#define quantlib_swapspreadindex_hpp
> > +
> > +#include <ql/indexes/swapindex.hpp>
> > +
> > +namespace QuantLib {
> > +
> > +    //! class for swap-rate spread indexes
> > +    class SwapSpreadIndex : public virtual InterestRateIndex {
>
> I see. Yes, the concept is appealing. I'd wait for a use case to modify
> Index, though, so I'd go for the two swap indexes at this time. What do
> you think?
>
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> .
>