29 : surfaces_(
std::move(surfaces)), curves_(
std::move(curves)) {
34 QL_REQUIRE(surface->referenceDate() == refDate,
"different reference dates");
39 QL_REQUIRE(curve->referenceDate() == refDate,
"different reference dates");
Abcd-interpolated at-the-money (no-smile) interest rate vol curve.
Shared handle to an observable.
std::vector< Handle< InterestRateVolSurface > > surfaces_
std::vector< Handle< AbcdAtmVolCurve > > curves_
VolatilityCube(std::vector< Handle< InterestRateVolSurface > >, std::vector< Handle< AbcdAtmVolCurve > >)
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
Interest rate volatility (smile) surface.
Interest rate (optionlet/swaption) volatility cube.