diff --git a/ORE-SWIG/OREData-SWIG/SWIG/ored_volcurves.i b/ORE-SWIG/OREData-SWIG/SWIG/ored_volcurves.i index 68bac497a0..0d8dbfbc91 100644 --- a/ORE-SWIG/OREData-SWIG/SWIG/ored_volcurves.i +++ b/ORE-SWIG/OREData-SWIG/SWIG/ored_volcurves.i @@ -62,7 +62,7 @@ class SwaptionVolCurve : public GenericYieldVolCurve { %template(GeneralizedBlackScholesProcessVector) std::vector >; %shared_ptr(LocalVolModelBuilder) -class LocalVolModelBuilder : public BlackScholesModelBuilderBase { +class LocalVolModelBuilder : public AssetModelBuilderBase { public: enum class Type { Dupire, DupireFloored, AndreasenHuge }; LocalVolModelBuilder(const std::vector>& curves, diff --git a/ORE-SWIG/QuantLib-SWIG b/ORE-SWIG/QuantLib-SWIG index 0d2bad8fa6..b1184e42d4 160000 --- a/ORE-SWIG/QuantLib-SWIG +++ b/ORE-SWIG/QuantLib-SWIG @@ -1 +1 @@ -Subproject commit 0d2bad8fa636e839168a6951cb4a04cafdc3cf91 +Subproject commit b1184e42d4a544bd46f260b825d4fe7e31442450 diff --git a/QuantLib b/QuantLib index ee9cf1dde5..2937e4bc8f 160000 --- a/QuantLib +++ b/QuantLib @@ -1 +1 @@ -Subproject commit ee9cf1dde56965141be6fa87ddfce9fa42034580 +Subproject commit 2937e4bc8f3e44c16ea1149cfcbe12a8eed1ea29