2020/* ! \file blackvariancetimeextrapolation.hpp
2121 \brief Utility function for time extrapolation in Black volatility in black variance term structures
2222*/
23- #pragma once
2423
2524#include < array>
2625#include < functional>
3130
3231namespace QuantLib {
3332
34- namespace {
33+ namespace detail {
3534 Real linearExtrapolation (const double t, const std::array<double , 2 >& times, const std::array<double , 2 >& variances);
3635
3736 inline Real linearExtrapolation (const double t, const std::array<double , 2 >& times,
@@ -79,7 +78,7 @@ namespace QuantLib {
7978 std::array<Real, 2 > variances;
8079 variances[0 ] = varianceSurface (xs[0 ], strike, true );
8180 variances[1 ] = varianceSurface (xs[1 ], strike, true );
82- Real v = linearExtrapolation (t, xs, variances);
81+ Real v = detail:: linearExtrapolation (t, xs, variances);
8382 return v * v * t;
8483 }
8584
@@ -96,7 +95,7 @@ namespace QuantLib {
9695 std::array<Real, 2 > variances;
9796 variances[0 ] = varianceCurve (xs[0 ], true );
9897 variances[1 ] = varianceCurve (xs[1 ], true );
99- Real v = linearExtrapolation (t, xs, variances);
98+ Real v = detail:: linearExtrapolation (t, xs, variances);
10099 return v * v * t;
101100 }
102101} // namespace QuantLib
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