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Restore keyword args for swaption implied vol
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lballabio committed Jul 18, 2024
1 parent 44b496e commit f2d5efc
Showing 1 changed file with 3 additions and 1 deletion.
4 changes: 3 additions & 1 deletion SWIG/swaption.i
Original file line number Diff line number Diff line change
Expand Up @@ -59,7 +59,9 @@ class Swaption : public Option {
const ext::shared_ptr<FixedVsFloatingSwap>& underlying() const;
const ext::shared_ptr<VanillaSwap>& underlyingSwap() const;

//! implied volatility
#if !defined(SWIGJAVA) && !defined(SWIGCSHARP)
%feature("kwargs") impliedVolatility;
#endif
Volatility impliedVolatility(
Real price,
const Handle<YieldTermStructure>& discountCurve,
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