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Update return type to match declaration
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gbfredrik committed Apr 21, 2022
1 parent a62e993 commit aa83c00
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion ql/experimental/volatility/svismilesection.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,7 @@ void SviSmileSection::init() {
params_[4]);
}

Real SviSmileSection::volatilityImpl(Rate strike) const {
Volatility SviSmileSection::volatilityImpl(Rate strike) const {

Real k = std::log(std::max(strike, 1E-6) / forward_);
Real totalVariance = detail::sviTotalVariance(params_[0], params_[1], params_[2],
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