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,