QPR-11556 Small fix

sebastien.bouvard · sebastien.bouvard · commit 5493051b8e49 · 2025-11-27T14:59:08.000Z
diff --git a/OREAnalytics/orea/scenario/scenariosimmarket.cpp b/OREAnalytics/orea/scenario/scenariosimmarket.cpp
@@ -59,6 +59,7 @@
 #include <qle/termstructures/interpolateddiscountcurve2.hpp>
 #include <qle/termstructures/pricecurve.hpp>
 #include <qle/termstructures/pricetermstructureadapter.hpp>
+#include <qle/termstructures/proxyoptionletvolatility.hpp>
 #include <qle/termstructures/proxyswaptionvolatility.hpp>
 #include <qle/termstructures/sabrstrippedoptionletadapter.hpp>
 #include <qle/termstructures/spreadedblackvolatilitycurve.hpp>
diff --git a/QuantExt/qle/termstructures/proxyoptionletvolatility.hpp b/QuantExt/qle/termstructures/proxyoptionletvolatility.hpp
@@ -56,7 +56,7 @@ class ProxyOptionletVolatility : public QuantLib::OptionletVolatilityStructure {
                                       const QuantLib::ext::shared_ptr<QuantLib::IborIndex>& index,
                                       const QuantLib::Period& rateComputationPeriod);
 
-     QuantLib::ext::shared_ptr<QuantLib::IborIndex> getBaseIndex() const { return baseIndex_; }
+    QuantLib::ext::shared_ptr<QuantLib::IborIndex> getBaseIndex() const { return baseIndex_; }
     QuantLib::ext::shared_ptr<QuantLib::IborIndex> getTargetIndex() const { return targetIndex_; }
 
 private:
