Added exception.
@@ -280,8 +280,10 @@ public class LIBORVolatilityModelPiecewiseConstant extends LIBORVolatilityModel
if(dataModified.getOrDefault("volatility", volatility) instanceof double[][]) {
volatility = (double[][])dataModified.getOrDefault("volatility", volatility);
- }else {
+ }
+ else {
// TODO Implement handling for double[], double, RV[], RV
+ throw new UnsupportedOperationException("volatility parameter type not supported.");
}
}
