Re: [Quantlib-dev] LocalVolCurve::localVolImpl

[Ferdinando A. <na...@qu...>]

Jens,

>the only matching method
>signature I could find is:
>
>        //! Black present (a.k.a spot) variance
>         double BlackVolTermStructure::blackVariance(Time maturity,
>                              double strike,
>                              bool extrapolate = false) const;
>
>Is this, as I guess, a C++ type conversion "feature" (aka unnoticed error)
>or am I missing something?
you were right. I fixed the unwanted feature. The bad thing about that part 
of the code it is that it's not actually used by anybody I know of. Well, 
it will be for 0.4

ciao -- Nando