QPR-11370 disable DynamicOptionletVolatilityStructure for Proxy surface when evaluation date moves

Author: damienbarker

QuantExt/qle/termstructures/dynamicoptionletvolatilitystructure.cpp

@@ -17,6 +17,7 @@
 */
 
 #include <qle/termstructures/dynamicoptionletvolatilitystructure.hpp>
+#include <qle/termstructures/proxyoptionletvolatility.hpp>
 
 namespace QuantExt {
 DynamicOptionletVolatilityStructure::DynamicOptionletVolatilityStructure(
@@ -47,7 +48,11 @@ Date DynamicOptionletVolatilityStructure::maxDate() const {
     QL_FAIL("unexpected decay mode (" << decayMode_ << ")");
 }
 
-void DynamicOptionletVolatilityStructure::update() { TermStructure::update(); }
+void DynamicOptionletVolatilityStructure::update() { 
+    if (boost::dynamic_pointer_cast<ProxyOptionletVolatility>(source_))
+        QL_FAIL("DynamicOptionletVolatilityStructure does not support ProxyOptionletVolatility surface for moving evalution date.");
+    TermStructure::update(); 
+}
 
 boost::shared_ptr<SmileSection> DynamicOptionletVolatilityStructure::smileSectionImpl(Time optionTime) const {
     // Again, what strikes do we chose? Should not need this in any case.