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pcaspersjenkins
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QPR-11772 fix
1 parent 36d0f35 commit 95d4e92

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QuantExt/qle/cashflows/blackaveragebmacouponpricer.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -59,7 +59,7 @@ Real BlackAverageBMACouponPricer::optionletRate(Option::Type optionType, Real ef
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std::vector<Date> fixingDates = coupon_->underlying()->fixingDates();
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QL_REQUIRE(!fixingDates.empty(),
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"BlackAverageBMACouponPricer: internal error, got empty fixingDates, contact dev.");
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fixingDates.erase(fixingDates.back()); // there is one additional date returned!
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fixingDates.erase(std::next(fixingDates.end(), -1)); // there is one additional date returned!
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QL_REQUIRE(!fixingDates.empty(), "BlackAverageBMACouponPricer: empty fixing dates");
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bool shiftedLn = capletVolatility()->volatilityType() == ShiftedLognormal;
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Real shift = capletVolatility()->displacement();

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