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mgronckijenkins
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OREData/ored/portfolio/fixingdates.cpp

Lines changed: 1 addition & 1 deletion
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@@ -684,7 +684,7 @@ void FixingDateGetter::visit(CommodityCashFlow& c) {
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// todays fixing is not mandatory, we will fallback to estimate it if its not there.
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bool isTodaysFixing = Settings::instance().evaluationDate() == pricingDate;
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if (auto powerIndex = boost::dynamic_pointer_cast<OffPeakPowerIndex>(index)) {
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// see above, the ql and ORE index names are identical
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// if powerindex, we need the offpeak index fixing and the peak index fixings
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requiredFixings_.addFixingDate(pricingDate, powerIndex->offPeakIndex()->name(), c.date(), false,
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!isTodaysFixing);
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bool isOffPeakDay = powerIndex->peakCalendar().isHoliday(pricingDate);

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