Merge branch 'feature/QPR-13738' into 'master'

QPR-13738 Revert isda changes

Closes QPR-13738

See merge request qs/oreplus!3105

Author: damienbarker

OREData/ored/marketdata/defaultcurve.cpp

@@ -428,7 +428,7 @@ void DefaultCurve::buildCdsCurve(const std::string& curveID, const DefaultCurveC
                 }
             }
         }
-    }else if(config.type() == DefaultCurveConfig::Config::Type::ConvSpreadCDS){
+    /*}else if(config.type() == DefaultCurveConfig::Config::Type::ConvSpreadCDS){
         refData.type = "ConvSpreadCDS";
         // Currently same than SpreadCDS
         for (auto quote : quotes) {
@@ -460,7 +460,7 @@ void DefaultCurve::buildCdsCurve(const std::string& curveID, const DefaultCurveC
                                                                           << ", with error: " << e.what());
                 }
             }
-        }
+        }*/
     }else {
         refData.type = "Upfront";
         for (auto quote : quotes) {
@@ -475,7 +475,7 @@ void DefaultCurve::buildCdsCurve(const std::string& curveID, const DefaultCurveC
             auto tmp = QuantLib::ext::make_shared<UpfrontCdsHelper>(
                 quote.value, runningSpread, quote.term, cdsConv->settlementDays(), cdsConv->calendar(),
                 cdsConv->frequency(), cdsConv->paymentConvention(), cdsConv->rule(), cdsConv->dayCounter(),
-                recoveryRate_, discountCurve, CreditDefaultSwap::PricingModel::ISDA, cdsConv->upfrontSettlementDays(), cdsConv->settlesAccrual(), ppt,
+                recoveryRate_, discountCurve, CreditDefaultSwap::PricingModel::Midpoint, cdsConv->upfrontSettlementDays(), cdsConv->settlesAccrual(), ppt,
                 config.startDate(), cdsConv->lastPeriodDayCounter());
             if (tmp->latestDate() > asof) {
                 helpers.push_back(tmp);

OREData/test/input/cds/upfront/pricingengine.xml

@@ -2,7 +2,7 @@
   <Product type="CreditDefaultSwap">
     <Model>DiscountedCashflows</Model>
     <ModelParameters/>
-    <Engine>IsdaCdsEngine</Engine>
+    <Engine>MidPointCdsEngine</Engine>
     <EngineParameters/>
   </Product>
   <GlobalParameters>