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Commit 11f56c3

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damienbarkerjenkins
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Merge remote-tracking branch 'origin/master' into QPR-11967
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QuantExt/qle/termstructures/blackvolsurfaceabsolute.cpp

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@@ -134,7 +134,7 @@ Volatility BlackVolatilitySurfaceAbsolute::blackVolImpl(Time t, Real strike) con
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index_p = Null<Size>();
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/* build the smiles on the indices, if we do not have them yet */
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Volatility vol_p, vol_m;
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Volatility vol_p = 0, vol_m = 0;
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if (index_p != Null<Size>()) {
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if (strikeQuotes_[index_p].size() == 1) {
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vol_p = strikeQuotes_[index_p][0];

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