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pcaspersjenkins
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QPR-12325 fix
1 parent dc5fc53 commit f5b6883

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QuantExt/qle/termstructures/parametricvolatilitysmilesection.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -30,7 +30,7 @@ ParametricVolatilitySmileSection::ParametricVolatilitySmileSection(
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Real ParametricVolatilitySmileSection::atmLevel() const { return atmLevel_; }
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Real ParametricVolatilitySmileSection::volatilityImpl(Rate strike) const {
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if(auto v = cache_.find(strike); v!= cache_end())
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if (auto v = cache_.find(strike); v != cache_.end())
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return v->second;
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Real tmp = parametricVolatility_->evaluate(optionTime_, swapLength_, strike, atmLevel_, outputMarketQuoteType_);
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cache_[strike] = tmp;

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