QPR-11935 -- Add quantity to EquityLeg coupon additional data and initialPrice to TRS

Author: NathanielVolfango

OREData/ored/portfolio/trade.cpp

@@ -246,6 +246,12 @@ void Trade::setLegBasedAdditionalData(const Size i, Size resultLegId) const {
                 ALOG("original nominal could not be determined for trade " << id() << ", set to zero: " << e.what());
             }
             additionalData_["originalNotional[" + legID + "]"] = originalNotional;
+            if (auto eqc = boost::dynamic_pointer_cast<QuantExt::EquityCoupon>(coupon)) {
+                Real quantity = eqc->quantity();
+                if (quantity == Null<Real>())
+                    quantity = eqc->legInitialNotional() / eqc->initialPrice();
+                additionalData_["quantity[" + legID + "]"] = quantity;
+            }
         }
     }
     for (Size j = 0; j < legs_[i].size(); ++j) {

OREData/ored/portfolio/trswrapper.cpp

@@ -384,6 +384,8 @@ void TRSWrapperAccrualEngine::calculate() const {
 
     results_.additionalResults["returnCurrency"] = arguments_.returnCurrency_.code();
     results_.additionalResults["fundingCurrency"] = arguments_.fundingCurrency_.code();
+    results_.additionalResults["returnLegInitialPrice"] = arguments_.initialPrice_;
+    results_.additionalResults["returnLegInitialPriceCurrency"] = arguments_.initialPriceCurrency_.code();
 
     // asset leg valuation (accrual method)