diff --git a/ChangeLog b/ChangeLog index 7d95ee3..71c69f4 100644 --- a/ChangeLog +++ b/ChangeLog @@ -1,5 +1,7 @@ 2026-07-22 Maximilian Muecke + * R/implied.R (AmericanOptionImpliedVolatility.default): Assign the + ImpliedVolatility class used by the registered print and summary methods * R/affine.R (AffineSwaption.default): Correct default handling of the payFixed parameter * src/utils.cpp: Accept "Euribor1W" as an alias for "EuriborSW" in diff --git a/R/implied.R b/R/implied.R index 828fb17..5f4ac74 100644 --- a/R/implied.R +++ b/R/implied.R @@ -60,6 +60,7 @@ AmericanOptionImpliedVolatility.default <- function(type, value, underlying, str if (inherits(maturity, "Date")) maturity else NULL, volatility, timeSteps, gridPoints, dayCounter) + class(val) <- c("AmericanOptionImpliedVolatility", "ImpliedVolatility") val }