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Commit 71f42b5

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author
sebastien.bouvard
committed
QPR-11556 Fix Docker issue
1 parent ecbf665 commit 71f42b5

2 files changed

Lines changed: 5 additions & 5 deletions

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OREData/ored/marketdata/capfloorvolcurve.cpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -146,8 +146,8 @@ void CapFloorVolCurve::buildProxyCurve(
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"CapFloorVolCurve::buildProxyCurve(): required source cap vol curve '" << config.proxySourceCurveId()
147147
<< "' not found.");
148148

149-
capletVol_ = QuantLib::ext::make_shared<ProxyOptionletVolatility>(
150-
Handle<OptionletVolatilityStructure>(sourceVol->second.first->capletVolStructure()), sourceIndex, targetIndex,
149+
capletVol_ = QuantLib::ext::make_shared<QuantExt::ProxyOptionletVolatility>(
150+
Handle<QuantExt::OptionletVolatilityStructure>(sourceVol->second.first->capletVolStructure()), sourceIndex, targetIndex,
151151
config.proxySourceRateComputationPeriod(), config.proxyTargetRateComputationPeriod(), config.proxyScalingFactor());
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}
153153

OREData/ored/portfolio/fixingdates.cpp

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -637,11 +637,11 @@ void FixingDateGetter::visit(QuantExt::CappedFlooredOvernightIndexedCoupon& c) {
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c.underlying()->accept(*this);
638638
if(market_){
639639
Handle<OptionletVolatilityStructure> ovs = market_->capFloorVol(IndexNameTranslator::instance().oreName(c.index()->name()));
640-
QuantLib::ext::shared_ptr<DynamicOptionletVolatilityStructure> capletVol =
641-
QuantLib::ext::dynamic_pointer_cast<DynamicOptionletVolatilityStructure>(ovs.currentLink());
640+
QuantLib::ext::shared_ptr<QuantExt::DynamicOptionletVolatilityStructure> capletVol =
641+
QuantLib::ext::dynamic_pointer_cast<QuantExt::DynamicOptionletVolatilityStructure>(ovs.currentLink());
642642
if(capletVol){
643643
QuantLib::ext::shared_ptr<OptionletVolatilityStructure> source = capletVol->getSource();
644-
QuantLib::ext::shared_ptr<ProxyOptionletVolatility> pov = QuantLib::ext::dynamic_pointer_cast<ProxyOptionletVolatility>(source);
644+
QuantLib::ext::shared_ptr<QuantExt::ProxyOptionletVolatility> pov = QuantLib::ext::dynamic_pointer_cast<QuantExt::ProxyOptionletVolatility>(source);
645645
if(pov){
646646
QuantLib::ext::shared_ptr<QuantLib::IborIndex> baseIndex = pov->getBaseIndex();
647647
requiredFixings_.addFixingDates(c.underlying()->fixingDates(), IndexNameTranslator::instance().oreName(baseIndex->name()), c.date());

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