Merge pull request #1206.

Add the implementation of AbcdAtmVolCurve::endCriteria().
lballabio · Oct 11, 2021 · d782f21 · d782f21
2 parents 82e32f9 + 5c5e7d0
commit d782f21
Showing 1 changed file with 4 additions and 0 deletions.
diff --git a/ql/experimental/volatility/abcdatmvolcurve.hpp b/ql/experimental/volatility/abcdatmvolcurve.hpp
@@ -191,6 +191,10 @@ namespace QuantLib {
     inline Real AbcdAtmVolCurve::maxError() const {
         return interpolation_->maxError();
     }
+
+    inline EndCriteria::Type AbcdAtmVolCurve::endCriteria() const { 
+        return interpolation_->endCriteria();
+    }
 }
 
 #endif