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2 parents 255c9dc + b157ec1 commit 6c17934Copy full SHA for 6c17934
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ql/termstructures/voltermstructure.hpp
@@ -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;
+ 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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