Fix: blackvoltimeextrapolation.cpp:39:50: error: implicit instantiation of undefined template 'std::vector' return std::max(varianceSurface(times.back(), strike), 0.0) / times.back() * t; ^ https://github.com/lballabio/QuantLib/issues/2557 --- ql/termstructures/volatility/equityfx/blackvoltimeextrapolation.hpp +++ ql/termstructures/volatility/equityfx/blackvoltimeextrapolation.hpp @@ -27,6 +27,7 @@ #include #include +#include namespace QuantLib {