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Real QuantLib::VegaStressedBlackScholesProcess::diffusion ( Time  t,
Real  x 
) const [virtual]
Todo:
revise extrapolation

Reimplemented from QuantLib::GeneralizedBlackScholesProcess.

Definition at line 101 of file vegastressedblackscholesprocess.cpp.

                                                                        {
        if (lowerTimeBorderForStressTest_ <= t && t <= upperTimeBorderForStressTest_ 
            && lowerAssetBorderForStressTest_ <= x && x <= upperAssetBorderForStressTest_) {
            return GeneralizedBlackScholesProcess::diffusion(t, x)+stressLevel_;
        } else {
            return GeneralizedBlackScholesProcess::diffusion(t, x);
        }
    }

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