QPR-11556 Fix Docker issue

Author: sebastien.bouvard

OREAnalytics/orea/engine/dependencymarket.cpp

@@ -412,7 +412,7 @@ Handle<OptionletVolatilityStructure> DependencyMarket::capFloorVol(const string&
     if (curveConfigs_ && curveConfigs_->hasCapFloorVolCurveConfig(name)) {
         auto cc = curveConfigs_->capFloorVolCurveConfig(name);
         if (!cc->proxyTargetIndex().empty()){
-            QuantLib::ext::shared_ptr<ProxyOptionletVolatility> capletVol = QuantLib::ext::make_shared<ProxyOptionletVolatility>(handleflatRateCvs, parseIborIndex(cc->proxySourceIndex()), 
+            QuantLib::ext::shared_ptr<QuantExt::ProxyOptionletVolatility> capletVol = QuantLib::ext::make_shared<QuantExt::ProxyOptionletVolatility>(handleflatRateCvs, parseIborIndex(cc->proxySourceIndex()), 
                                                                                   parseIborIndex(cc->proxyTargetIndex()), cc->proxySourceRateComputationPeriod(), 
                                                                                   cc->proxyTargetRateComputationPeriod(), cc->proxyScalingFactor());
             return Handle<OptionletVolatilityStructure>(capletVol);

OREAnalytics/orea/scenario/scenariosimmarket.cpp

@@ -947,9 +947,6 @@ ScenarioSimMarket::ScenarioSimMarket(
                             DLOG("Dynamic (" << wrapper->volatilityType() << ") yield vols (" << decayModeString
                                             << ") for qualifier " << name);
 
-                            QL_REQUIRE(!QuantLib::ext::dynamic_pointer_cast<ProxySwaptionVolatility>(*wrapper),
-                                "DynamicSwaptionVolatilityMatrix does not support ProxySwaptionVolatility surface");
-
                             QuantLib::ext::shared_ptr<SwaptionVolatilityStructure> atmSlice;
                             if (isAtm)
                                 atmSlice = *wrapper;
@@ -1207,9 +1204,6 @@ ScenarioSimMarket::ScenarioSimMarket(
                             string decayModeString = parameters->capFloorVolDecayMode();
                             ReactionToTimeDecay decayMode = parseDecayMode(decayModeString);
 
-                            QL_REQUIRE(!QuantLib::ext::dynamic_pointer_cast<ProxyOptionletVolatility>(*wrapper), 
-                                "DynamicOptionletVolatilityStructure does not support ProxyOptionletVolatility surface.");
-
                             QuantLib::ext::shared_ptr<OptionletVolatilityStructure> capletVol =
                                 QuantLib::ext::make_shared<DynamicOptionletVolatilityStructure>(*wrapper, 0, NullCalendar(),
                                                                                         decayMode);

OREData/ored/marketdata/capfloorvolcurve.cpp

@@ -146,8 +146,8 @@ void CapFloorVolCurve::buildProxyCurve(
                "CapFloorVolCurve::buildProxyCurve(): required source cap vol curve '" << config.proxySourceCurveId()
                                                                                       << "' not found.");
 
-    capletVol_ = QuantLib::ext::make_shared<QuantExt::ProxyOptionletVolatility>(
-        Handle<QuantExt::OptionletVolatilityStructure>(sourceVol->second.first->capletVolStructure()), sourceIndex, targetIndex,
+    capletVol_ = QuantLib::ext::make_shared<ProxyOptionletVolatility>(
+        Handle<OptionletVolatilityStructure>(sourceVol->second.first->capletVolStructure()), sourceIndex, targetIndex,
         config.proxySourceRateComputationPeriod(), config.proxyTargetRateComputationPeriod(), config.proxyScalingFactor());
 }