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18 lines
568 B
Diff
18 lines
568 B
Diff
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Fix:
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blackvoltimeextrapolation.cpp:39:50: error: implicit instantiation of undefined template 'std::vector<double>'
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return std::max(varianceSurface(times.back(), strike), 0.0) / times.back() * t;
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^
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https://github.com/lballabio/QuantLib/issues/2557
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--- ql/termstructures/volatility/equityfx/blackvoltimeextrapolation.hpp
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+++ ql/termstructures/volatility/equityfx/blackvoltimeextrapolation.hpp
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@@ -27,6 +27,7 @@
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#include <ql/types.hpp>
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#include <functional>
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+#include <vector>
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namespace QuantLib {
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