align interface definition of spread option engines (#689)

lballabio · Nov 20, 2024 · 7fb0190 · 7fb0190
2 parents 1a33f15 + afdfc61
commit 7fb0190
Showing 1 changed file with 6 additions and 6 deletions.
diff --git a/SWIG/basketoptions.i b/SWIG/basketoptions.i
@@ -249,17 +249,17 @@ class StulzEngine : public PricingEngine {
 %shared_ptr(KirkEngine)
 class KirkEngine : public PricingEngine {
   public:
-    KirkEngine(const ext::shared_ptr<BlackProcess>& process1,
-               const ext::shared_ptr<BlackProcess>& process2,
+    KirkEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1,
+               ext::shared_ptr<GeneralizedBlackScholesProcess> process2,
                Real correlation);
 };
 
 %shared_ptr(BjerksundStenslandSpreadEngine)
 class BjerksundStenslandSpreadEngine : public PricingEngine {
   public:
     BjerksundStenslandSpreadEngine(
-        const ext::shared_ptr<BlackProcess>& process1,
-        const ext::shared_ptr<BlackProcess>& process2,
+        ext::shared_ptr<GeneralizedBlackScholesProcess> process1,
+        ext::shared_ptr<GeneralizedBlackScholesProcess> process2,
         Real correlation);
 };
 
@@ -268,8 +268,8 @@ class OperatorSplittingSpreadEngine : public PricingEngine {
   public:
     enum Order {First, Second};
     OperatorSplittingSpreadEngine(
-        const ext::shared_ptr<BlackProcess>& process1,
-        const ext::shared_ptr<BlackProcess>& process2,
+        ext::shared_ptr<GeneralizedBlackScholesProcess> process1,
+        ext::shared_ptr<GeneralizedBlackScholesProcess> process2,
         Real correlation,
         Order order = Second);
 };