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Merge branch 'QPR-11440' into 'master'
QPR-11440 make optionDateFromTenor virtual See merge request qs/quantlib!41
2 parents 255c9dc + b157ec1 commit 6c17934

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ql/termstructures/voltermstructure.hpp

Lines changed: 1 addition & 1 deletion
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@@ -60,7 +60,7 @@ namespace QuantLib {
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//! the business day convention used in tenor to date conversion
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virtual BusinessDayConvention businessDayConvention() const;
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//! period/date conversion
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Date optionDateFromTenor(const Period&) const;
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virtual Date optionDateFromTenor(const Period&) const;
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//! the minimum strike for which the term structure can return vols
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virtual Rate minStrike() const = 0;
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//! the maximum strike for which the term structure can return vols

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