QPR-12298 missing shift implementation

Author: pcaspers

QuantExt/qle/termstructures/spreadedswaptionvolatility.cpp

@@ -157,6 +157,14 @@ Volatility SpreadedSwaptionVolatility::volatilityImpl(Time optionTime, Time swap
     }
 }
 
+Real SpreadedSwaptionVolatility::shiftImpl(const Date& optionDate, const Period& swapTenor) const {
+    return base_->shift(optionDate, swapTenor);
+}
+
+Real SpreadedSwaptionVolatility::shiftImpl(Time optionTime, Time swapLength) const {
+    return base_->shift(optionTime, swapLength);
+}
+
 void SpreadedSwaptionVolatility::performCalculations() const {
     SwaptionVolatilityDiscrete::performCalculations();
     for (Size k = 0; k < strikeSpreads_.size(); ++k) {

QuantExt/qle/termstructures/spreadedswaptionvolatility.hpp

@@ -78,6 +78,8 @@ class SpreadedSwaptionVolatility : public SwaptionVolatilityDiscrete {
 private:
     boost::shared_ptr<SmileSection> smileSectionImpl(Time optionTime, Time swapLength) const override;
     Volatility volatilityImpl(Time optionTime, Time swapLength, Rate strike) const override;
+    Real shiftImpl(const Date& optionDate, const Period& swapTenor) const override;
+    Real shiftImpl(Time optionTime, Time swapLength) const override;
     void performCalculations() const override;
     Real getAtmLevel(const Real optionTime, const Real swapLength, const boost::shared_ptr<SwapIndex> swapIndexBase,
                      const boost::shared_ptr<SwapIndex> shortSwapIndexBase) const;