20#include <ql/experimental/volatility/abcdatmvolcurve.hpp>
21#include <ql/experimental/volatility/interestratevolsurface.hpp>
22#include <ql/experimental/volatility/volcube.hpp>
29 : surfaces_(
std::move(surfaces)), curves_(
std::move(curves)) {
30 QL_REQUIRE(
surfaces_.size()>1,
"at least 2 surfaces are needed");
34 QL_REQUIRE(surface->referenceDate() == refDate,
"different reference dates");
39 QL_REQUIRE(curve->referenceDate() == refDate,
"different reference dates");
Shared handle to an observable.
std::vector< Handle< InterestRateVolSurface > > surfaces_
std::vector< Handle< AbcdAtmVolCurve > > curves_
VolatilityCube(std::vector< Handle< InterestRateVolSurface > >, std::vector< Handle< AbcdAtmVolCurve > >)