* @see org.jquantlib.termstructures.yield.RelativeDateRateHelper#initializeDates()
*/
@Override
protected void initializeDates() {
// dummy ibor index with curve/swap arguments
final IborIndex clonedIborIndex = iborIndex.clone(this.termStructureHandle).currentLink();
// do not pass the spread here, as it might be a Quote i.e. it can dynamically change
this.swap = new MakeVanillaSwap(tenor, clonedIborIndex, 0.0, fwdStart)
.withFixedLegDayCount(fixedDayCount)
.withFixedLegTenor(new Period(fixedFrequency))