Create a Variance Gamma Process(Via Subordinator).


Quantlib Reference Manual ver 1.4, should change the constructor.
VarianceGammaProcess (const Handle< Quote > &s0, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, Real sigma, Real nu, Real theta)

to

VarianceGammaProcess (const Handle< Quote > &s0, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, const Handle< BlackVolTermStructure > sigma, Real nu, Real theta)