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author
sebastien.bouvard
committed
undo commented QL_require swaption proxy
1 parent 2e7513a commit ae31445

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Lines changed: 2 additions & 2 deletions

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OREAnalytics/orea/scenario/scenariosimmarket.cpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -947,8 +947,8 @@ ScenarioSimMarket::ScenarioSimMarket(
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DLOG("Dynamic (" << wrapper->volatilityType() << ") yield vols (" << decayModeString
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<< ") for qualifier " << name);
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// QL_REQUIRE(!QuantLib::ext::dynamic_pointer_cast<ProxySwaptionVolatility>(*wrapper),
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// "DynamicSwaptionVolatilityMatrix does not support ProxySwaptionVolatility surface");
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QL_REQUIRE(!QuantLib::ext::dynamic_pointer_cast<ProxySwaptionVolatility>(*wrapper),
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"DynamicSwaptionVolatilityMatrix does not support ProxySwaptionVolatility surface");
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QuantLib::ext::shared_ptr<SwaptionVolatilityStructure> atmSlice;
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if (isAtm)

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