if (BlackConstantVol.class.isAssignableFrom(klass)) {
// ok, the local volatility is constant too.
final BlackConstantVol constVol = (BlackConstantVol) blackVolatility.currentLink();
localVolatility.linkTo(new LocalConstantVol(
constVol.referenceDate(),
constVol.blackVol(/*@Time*/0.0, /*@Real*/x0.currentLink().value()), constVol.dayCounter()));
updated = true;
return localVolatility;
}
// ok, so it's not constant. Maybe it's strike-independent?