fix variance computation

pcaspers · pcaspers · commit cc85385883b7 · 2015-07-29T19:41:59.000+02:00
diff --git a/ql/processes/blackscholesprocess.cpp b/ql/processes/blackscholesprocess.cpp
@@ -104,7 +104,7 @@ namespace QuantLib {
                    blackVolatility_->blackVariance(t0, 0.01);
         }
         else{
-            return discretization_->diffusion(*this,t0,x0,dt);
+            return discretization_->variance(*this,t0,x0,dt);
         }
     }
 

Original file line number	Diff line number	Diff line change
`@@ -104,7 +104,7 @@ namespace QuantLib {`
`104`	`104`	`blackVolatility_->blackVariance(t0, 0.01);`
`105`	`105`	`}`
`106`	`106`	`else{`
`107`		`- return discretization_->diffusion(*this,t0,x0,dt);`
	`107`	`+ return discretization_->variance(*this,t0,x0,dt);`
`108`	`108`	`}`
`109`	`109`	`}`
`110`	`110`