Merge pull request #356.

lballabio · Nov 16, 2015 · 29ab893 · 29ab893
2 parents c996d45 + 04b5034
commit 29ab893
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Showing 2 changed files with 2 additions and 1 deletion.
diff --git a/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp b/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
@@ -54,7 +54,7 @@ namespace QuantLib {
         const boost::shared_ptr<ExtendedOrnsteinUhlenbeckProcess> process_;
         const boost::shared_ptr<YieldTermStructure> rTS_;
         const Size tGrid_, xGrid_, yGrid_;
-        const boost::shared_ptr<Shape>& shape_;
+        const boost::shared_ptr<Shape> shape_;
         const FdmSchemeDesc schemeDesc_;
     };
 }

diff --git a/test-suite/vpp.cpp b/test-suite/vpp.cpp
@@ -909,6 +909,7 @@ void VPPTest::testKlugeExtOUMatrixDecomposition() {
         new FdmKlugeExtOUOp(mesher, klugeOUProcess,
                             flatRate(today, 0.0, ActualActual()),
                             FdmBoundaryConditionSet(), 16));
+    op->setTime(0.1, 0.2);
 
     Array x(mesher->layout()->size());