QPR-11644 add missing reference date implementation

Author: pcaspers

QuantExt/qle/termstructures/creditvolcurve.cpp

@@ -561,6 +561,8 @@ QuantLib::Real ProxyCreditVolCurve::volatility(const QuantLib::Date& exerciseDat
     return source_->volatility(exerciseDate, underlyingLength, effectiveStrike, type());
 }
 
+const Date& ProxyCreditVolCurve::referenceDate() const { return source_->referenceDate(); }
+
 SpreadedCreditVolCurve::SpreadedCreditVolCurve(const Handle<CreditVolCurve> baseCurve, const std::vector<Date> expiries,
                                                const std::vector<Handle<Quote>> spreads, const bool stickyMoneyness,
                                                const std::vector<Period>& terms,

QuantExt/qle/termstructures/creditvolcurve.hpp

@@ -133,6 +133,8 @@ class ProxyCreditVolCurve : public CreditVolCurve {
     QuantLib::Real volatility(const QuantLib::Date& exerciseDate, const QuantLib::Real underlyingLength,
                               const QuantLib::Real strike, const Type& targetType) const override;
 
+    const QuantLib::Date& referenceDate() const override;
+
 private:
     QuantLib::Handle<CreditVolCurve> source_;
 };