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Avoid ambiguous overload.
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lballabio committed Feb 15, 2021
1 parent 54a9440 commit d3018e6
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Showing 4 changed files with 4 additions and 4 deletions.
2 changes: 1 addition & 1 deletion ql/experimental/credit/binomiallossmodel.hpp
Expand Up @@ -89,7 +89,7 @@ namespace QuantLib {
invProbs[iName] =
copula_->inverseCumulativeY(invProbs[iName], iName);

return copula_->integratedExpectedValue(
return copula_->integratedExpectedValueV(
[&](const std::vector<Real>& v1) {
return lossProbability(date, notionals, invProbs, v1);
});
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2 changes: 1 addition & 1 deletion ql/experimental/credit/recursivelossmodel.hpp
Expand Up @@ -198,7 +198,7 @@ namespace QuantLib {

std::vector<Probability> uncDefProb =
basket_->remainingProbabilities(date);
return copula_->integratedExpectedValue(
return copula_->integratedExpectedValueV(
ext::function<Disposable<std::vector<Real> > (const std::vector<Real>& v1)>(
ext::bind(
&RecursiveLossModel::conditionalLossProb,
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2 changes: 1 addition & 1 deletion ql/experimental/credit/saddlepointlossmodel.hpp
Expand Up @@ -616,7 +616,7 @@ namespace QuantLib {
invUncondProbs[i] =
copula_->inverseCumulativeY(invUncondProbs[i], i);

return copula_->integratedExpectedValue(
return copula_->integratedExpectedValueV(
ext::function<Disposable<std::vector<Real> > (
const std::vector<Real>& v1)>(
ext::bind(
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2 changes: 1 addition & 1 deletion ql/experimental/math/latentmodel.hpp
Expand Up @@ -596,7 +596,7 @@ namespace QuantLib {
/*! Integrates an arbitrary vector function over the density domain(i.e.
computes its expected value).
*/
Disposable<std::vector<Real> > integratedExpectedValue(
Disposable<std::vector<Real> > integratedExpectedValueV(
// const ext::function<std::vector<Real>(
const ext::function<Disposable<std::vector<Real> >(
const std::vector<Real>& v1)>& f ) const {
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