QPR-12330 fix scenario labels and log outputs

pcaspers · jenkins · commit 17a693867254 · 2024-02-20T07:46:59.000Z
diff --git a/OREAnalytics/orea/scenario/sensitivityscenariogenerator.cpp b/OREAnalytics/orea/scenario/sensitivityscenariogenerator.cpp
@@ -342,12 +342,10 @@ void SensitivityScenarioGenerator::generateFxScenarios(bool up) {
 
         storeShiftData(key, rate, newRate);
 
-        // Give the scenario a label
-        scenario->label(to_string(scenarioDescriptions_.back()));
 
         scenarios_.push_back(scenario);
         scenarioDescriptions_.push_back(fxScenarioDescription(ccypair, up, getShiftScheme(data)));
-
+        scenario->label(to_string(scenarioDescriptions_.back()));
         DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()
                                        << " created: " << newRate);
     }
@@ -385,11 +383,9 @@ void SensitivityScenarioGenerator::generateEquityScenarios(bool up) {
 
         storeShiftData(key, rate, newRate);
 
-        // Give the scenario a label
-        scenario->label(to_string(scenarioDescriptions_.back()));
-
         scenarios_.push_back(scenario);
         scenarioDescriptions_.push_back(equityScenarioDescription(equity, up, getShiftScheme(data)));
+        scenario->label(to_string(scenarioDescriptions_.back()));
         DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()
                                        << " created: " << newRate);
     }
@@ -457,6 +453,7 @@ void SensitivityScenarioGenerator::generateDiscountCurveScenarios(bool up) {
         for (Size j = 0; j < n_ten; ++j) {
             Date d = asof + simMarketData_->yieldCurveTenors(ccy)[j];
             times[j] = dc.yearFraction(asof, d);
+            DLOG("tenor " << j << " date " << d << " time " << times[j]);
 
             RiskFactorKey key(RiskFactorKey::KeyType::DiscountCurve, ccy, j);
             valid = valid && tryGetBaseScenarioValue(baseScenarioAbsolute_, key, quote, continueOnError_);
@@ -481,9 +478,6 @@ void SensitivityScenarioGenerator::generateDiscountCurveScenarios(bool up) {
         for (Size j = 0; j < shiftTenors.size(); ++j) {
 
             boost::shared_ptr<Scenario> scenario = sensiScenarioFactory_->buildScenario(asof);
-            DLOG("generate discount curve scenario, ccy " << ccy << ", bucket " << j << ", up " << up << ", desc "
-                                                          << scenarioDescriptions_.back());
-
             // apply zero rate shift at tenor point j
             applyShift(j, shiftSize, up, shiftType, shiftTimes, zeros, times, shiftedZeros, true);
 
@@ -496,6 +490,8 @@ void SensitivityScenarioGenerator::generateDiscountCurveScenarios(bool up) {
                     if (sensitivityData_->useSpreadedTermStructures()) {
                         Real discount = exp(-zeros[k] * times[k]);
                         scenario->add(key, shiftedDiscount / discount);
+                        DLOG(key << "," << std::setprecision(12) << shiftTimes[k] << "," << discount << ","
+                                 << shiftedDiscount);
                     } else {
                         scenario->add(key, shiftedDiscount);
                     }
@@ -507,12 +503,10 @@ void SensitivityScenarioGenerator::generateDiscountCurveScenarios(bool up) {
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(discountScenarioDescription(ccy, j, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
 
         } // end of shift curve tenors
@@ -610,12 +604,10 @@ void SensitivityScenarioGenerator::generateIndexCurveScenarios(bool up) {
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(indexScenarioDescription(indexName, j, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()
                                            << " created for indexName " << indexName);
 
@@ -712,12 +704,10 @@ void SensitivityScenarioGenerator::generateYieldCurveScenarios(bool up) {
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(yieldScenarioDescription(name, j, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
 
         } // end of shift curve tenors
@@ -815,12 +805,10 @@ void SensitivityScenarioGenerator::generateDividendYieldScenarios(bool up) {
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(dividendYieldScenarioDescription(name, j, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
 
         } // end of shift curve tenors
@@ -933,13 +921,11 @@ void SensitivityScenarioGenerator::generateFxVolScenarios(bool up) {
                     }
                 }
 
-                // Give the scenario a label
-                scenario->label(to_string(scenarioDescriptions_.back()));
-
                 // add this scenario to the scenario vector
                 scenarios_.push_back(scenario);
                 scenarioDescriptions_.push_back(
                     fxVolScenarioDescription(ccyPair, j, strikeBucket, up, getShiftScheme(data)));
+                scenario->label(to_string(scenarioDescriptions_.back()));
                 DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
             }
         }
@@ -1055,13 +1041,11 @@ void SensitivityScenarioGenerator::generateEquityVolScenarios(bool up) {
                     }
                 }
 
-                // Give the scenario a label
-                scenario->label(to_string(scenarioDescriptions_.back()));
-
                 // add this scenario to the scenario vector
                 scenarios_.push_back(scenario);
                 scenarioDescriptions_.push_back(
                     equityVolScenarioDescription(equity, j, strikeBucket, up, getShiftScheme(data)));
+                scenario->label(to_string(scenarioDescriptions_.back()));
                 DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
             }
         }
@@ -1257,12 +1241,10 @@ void SensitivityScenarioGenerator::generateGenericYieldVolScenarios(bool up, Ris
                         }
                     }
 
-                    // Give the scenario a label
-                    scenario->label(to_string(scenarioDescriptions_.back()));
-
                     // add this scenario to the scenario vector
                     scenarios_.push_back(scenario);
                     scenarioDescriptions_.push_back(getScenarioDescription(qualifier, j, k, strikeBucket, up, data));
+                    scenario->label(to_string(scenarioDescriptions_.back()));
                     DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()
                                                    << " created for generic yield vol " << qualifier);
                 }
@@ -1413,12 +1395,11 @@ void SensitivityScenarioGenerator::generateCapFloorVolScenarios(bool up) {
                 }
 
                 // Give the scenario a label
-                scenario->label(to_string(scenarioDescriptions_.back()));
 
-                // add this scenario to the scenario vector
                 scenarios_.push_back(scenario);
                 scenarioDescriptions_.push_back(
                     capFloorVolScenarioDescription(key, j, k, up, sensiIsAtm, getShiftScheme(data)));
+                scenario->label(to_string(scenarioDescriptions_.back()));
                 DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
             }
         }
@@ -1523,12 +1504,10 @@ void SensitivityScenarioGenerator::generateSurvivalProbabilityScenarios(bool up)
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(survivalProbabilityScenarioDescription(name, j, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
 
         } // end of shift curve tenors
@@ -1615,12 +1594,10 @@ void SensitivityScenarioGenerator::generateCdsVolScenarios(bool up) {
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(CdsVolScenarioDescription(name, j, strikeBucket, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
         }
     }
@@ -1712,12 +1689,10 @@ void SensitivityScenarioGenerator::generateZeroInflationScenarios(bool up) {
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(zeroInflationScenarioDescription(indexName, j, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()
                                            << " created for indexName " << indexName);
 
@@ -1817,12 +1792,10 @@ void SensitivityScenarioGenerator::generateYoYInflationScenarios(bool up) {
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(yoyInflationScenarioDescription(indexName, j, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()
                                            << " created for indexName " << indexName);
 
@@ -1930,13 +1903,11 @@ void SensitivityScenarioGenerator::generateYoYInflationCapFloorVolScenarios(bool
                     }
                 }
 
-                // Give the scenario a label
-                scenario->label(to_string(scenarioDescriptions_.back()));
-
                 // add this scenario to the scenario vector
                 scenarios_.push_back(scenario);
                 scenarioDescriptions_.push_back(
                     yoyInflationCapFloorVolScenarioDescription(name, j, k, up, getShiftScheme(data)));
+                scenario->label(to_string(scenarioDescriptions_.back()));
                 DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
             }
         }
@@ -2043,13 +2014,11 @@ void SensitivityScenarioGenerator::generateZeroInflationCapFloorVolScenarios(boo
                     }
                 }
 
-                // Give the scenario a label
-                scenario->label(to_string(scenarioDescriptions_.back()));
-
                 // add this scenario to the scenario vector
                 scenarios_.push_back(scenario);
                 scenarioDescriptions_.push_back(
                     zeroInflationCapFloorVolScenarioDescription(name, j, k, up, getShiftScheme(data)));
+                scenario->label(to_string(scenarioDescriptions_.back()));
                 DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
             }
         }
@@ -2159,13 +2128,11 @@ void SensitivityScenarioGenerator::generateBaseCorrelationScenarios(bool up) {
                     }
                 }
 
-                // Give the scenario a label
-                scenario->label(to_string(scenarioDescriptions_.back()));
-
                 // add this scenario to the scenario vector
                 scenarios_.push_back(scenario);
                 scenarioDescriptions_.push_back(
                     baseCorrelationScenarioDescription(name, j, k, up, getShiftScheme(data)));
+                scenario->label(to_string(scenarioDescriptions_.back()));
                 DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
             }
         }
@@ -2263,12 +2230,10 @@ void SensitivityScenarioGenerator::generateCommodityCurveScenarios(bool up) {
                 }
             }
 
-            // Give the scenario a label
-            scenario->label(to_string(scenarioDescriptions_.back()));
-
             // add this scenario to the scenario vector
             scenarios_.push_back(scenario);
             scenarioDescriptions_.push_back(commodityCurveScenarioDescription(name, j, up, getShiftScheme(data)));
+            scenario->label(to_string(scenarioDescriptions_.back()));
             DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
         }
     }
@@ -2375,12 +2340,11 @@ void SensitivityScenarioGenerator::generateCommodityVolScenarios(bool up) {
                 }
 
                 // Give the scenario a label
-                scenario->label(to_string(scenarioDescriptions_.back()));
 
                 // Add the final scenario to the scenario vector
                 scenarioDescriptions_.push_back(commodityVolScenarioDescription(name, sj, si, up, getShiftScheme(sd)));
+                scenario->label(to_string(scenarioDescriptions_.back()));
                 scenarios_.push_back(scenario);
-
                 DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
             }
         }
@@ -2488,12 +2452,10 @@ void SensitivityScenarioGenerator::generateCorrelationScenarios(bool up) {
                     }
                 }
 
-                // Give the scenario a label
-                scenario->label(to_string(scenarioDescriptions_.back()));
-
                 // add this scenario to the scenario vector
                 scenarios_.push_back(scenario);
                 scenarioDescriptions_.push_back(correlationScenarioDescription(label, j, k, up, getShiftScheme(data)));
+                scenario->label(to_string(scenarioDescriptions_.back()));
                 DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");
             }
         }
@@ -2531,11 +2493,9 @@ void SensitivityScenarioGenerator::generateSecuritySpreadScenarios(bool up) {
 
         storeShiftData(key, base_spread, newSpread);
 
-        // Give the scenario a label
-        scenario->label(to_string(scenarioDescriptions_.back()));
-
         scenarios_.push_back(scenario);
         scenarioDescriptions_.push_back(securitySpreadScenarioDescription(bond, up, getShiftScheme(data)));
+        scenario->label(to_string(scenarioDescriptions_.back()));
         DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()
                                        << " created: " << newSpread);
     }

Original file line number	Diff line number	Diff line change
`@@ -342,12 +342,10 @@ void SensitivityScenarioGenerator::generateFxScenarios(bool up) {`
`342`	`342`
`343`	`343`	`storeShiftData(key, rate, newRate);`
`344`	`344`
`345`		`- // Give the scenario a label`
`346`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`347`	`345`
`348`	`346`	`scenarios_.push_back(scenario);`
`349`	`347`	`scenarioDescriptions_.push_back(fxScenarioDescription(ccypair, up, getShiftScheme(data)));`
`350`		`-`
	`348`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`351`	`349`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()`
`352`	`350`	`<< " created: " << newRate);`
`353`	`351`	`}`
`@@ -385,11 +383,9 @@ void SensitivityScenarioGenerator::generateEquityScenarios(bool up) {`
`385`	`383`
`386`	`384`	`storeShiftData(key, rate, newRate);`
`387`	`385`
`388`		`- // Give the scenario a label`
`389`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`390`		`-`
`391`	`386`	`scenarios_.push_back(scenario);`
`392`	`387`	`scenarioDescriptions_.push_back(equityScenarioDescription(equity, up, getShiftScheme(data)));`
	`388`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`393`	`389`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()`
`394`	`390`	`<< " created: " << newRate);`
`395`	`391`	`}`
`@@ -457,6 +453,7 @@ void SensitivityScenarioGenerator::generateDiscountCurveScenarios(bool up) {`
`457`	`453`	`for (Size j = 0; j < n_ten; ++j) {`
`458`	`454`	`Date d = asof + simMarketData_->yieldCurveTenors(ccy)[j];`
`459`	`455`	`times[j] = dc.yearFraction(asof, d);`
	`456`	`+ DLOG("tenor " << j << " date " << d << " time " << times[j]);`
`460`	`457`
`461`	`458`	`RiskFactorKey key(RiskFactorKey::KeyType::DiscountCurve, ccy, j);`
`462`	`459`	`valid = valid && tryGetBaseScenarioValue(baseScenarioAbsolute_, key, quote, continueOnError_);`
`@@ -481,9 +478,6 @@ void SensitivityScenarioGenerator::generateDiscountCurveScenarios(bool up) {`
`481`	`478`	`for (Size j = 0; j < shiftTenors.size(); ++j) {`
`482`	`479`
`483`	`480`	`boost::shared_ptr<Scenario> scenario = sensiScenarioFactory_->buildScenario(asof);`
`484`		`- DLOG("generate discount curve scenario, ccy " << ccy << ", bucket " << j << ", up " << up << ", desc "`
`485`		`- << scenarioDescriptions_.back());`
`486`		`-`
`487`	`481`	`// apply zero rate shift at tenor point j`
`488`	`482`	`applyShift(j, shiftSize, up, shiftType, shiftTimes, zeros, times, shiftedZeros, true);`
`489`	`483`
`@@ -496,6 +490,8 @@ void SensitivityScenarioGenerator::generateDiscountCurveScenarios(bool up) {`
`496`	`490`	`if (sensitivityData_->useSpreadedTermStructures()) {`
`497`	`491`	`Real discount = exp(-zeros[k] * times[k]);`
`498`	`492`	`scenario->add(key, shiftedDiscount / discount);`
	`493`	`+ DLOG(key << "," << std::setprecision(12) << shiftTimes[k] << "," << discount << ","`
	`494`	`+ << shiftedDiscount);`
`499`	`495`	`} else {`
`500`	`496`	`scenario->add(key, shiftedDiscount);`
`501`	`497`	`}`
`@@ -507,12 +503,10 @@ void SensitivityScenarioGenerator::generateDiscountCurveScenarios(bool up) {`
`507`	`503`	`}`
`508`	`504`	`}`
`509`	`505`
`510`		`- // Give the scenario a label`
`511`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`512`		`-`
`513`	`506`	`// add this scenario to the scenario vector`
`514`	`507`	`scenarios_.push_back(scenario);`
`515`	`508`	`scenarioDescriptions_.push_back(discountScenarioDescription(ccy, j, up, getShiftScheme(data)));`
	`509`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`516`	`510`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`517`	`511`
`518`	`512`	`} // end of shift curve tenors`
`@@ -610,12 +604,10 @@ void SensitivityScenarioGenerator::generateIndexCurveScenarios(bool up) {`
`610`	`604`	`}`
`611`	`605`	`}`
`612`	`606`
`613`		`- // Give the scenario a label`
`614`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`615`		`-`
`616`	`607`	`// add this scenario to the scenario vector`
`617`	`608`	`scenarios_.push_back(scenario);`
`618`	`609`	`scenarioDescriptions_.push_back(indexScenarioDescription(indexName, j, up, getShiftScheme(data)));`
	`610`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`619`	`611`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()`
`620`	`612`	`<< " created for indexName " << indexName);`
`621`	`613`
`@@ -712,12 +704,10 @@ void SensitivityScenarioGenerator::generateYieldCurveScenarios(bool up) {`
`712`	`704`	`}`
`713`	`705`	`}`
`714`	`706`
`715`		`- // Give the scenario a label`
`716`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`717`		`-`
`718`	`707`	`// add this scenario to the scenario vector`
`719`	`708`	`scenarios_.push_back(scenario);`
`720`	`709`	`scenarioDescriptions_.push_back(yieldScenarioDescription(name, j, up, getShiftScheme(data)));`
	`710`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`721`	`711`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`722`	`712`
`723`	`713`	`} // end of shift curve tenors`
`@@ -815,12 +805,10 @@ void SensitivityScenarioGenerator::generateDividendYieldScenarios(bool up) {`
`815`	`805`	`}`
`816`	`806`	`}`
`817`	`807`
`818`		`- // Give the scenario a label`
`819`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`820`		`-`
`821`	`808`	`// add this scenario to the scenario vector`
`822`	`809`	`scenarios_.push_back(scenario);`
`823`	`810`	`scenarioDescriptions_.push_back(dividendYieldScenarioDescription(name, j, up, getShiftScheme(data)));`
	`811`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`824`	`812`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`825`	`813`
`826`	`814`	`} // end of shift curve tenors`
`@@ -933,13 +921,11 @@ void SensitivityScenarioGenerator::generateFxVolScenarios(bool up) {`
`933`	`921`	`}`
`934`	`922`	`}`
`935`	`923`
`936`		`- // Give the scenario a label`
`937`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`938`		`-`
`939`	`924`	`// add this scenario to the scenario vector`
`940`	`925`	`scenarios_.push_back(scenario);`
`941`	`926`	`scenarioDescriptions_.push_back(`
`942`	`927`	`fxVolScenarioDescription(ccyPair, j, strikeBucket, up, getShiftScheme(data)));`
	`928`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`943`	`929`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`944`	`930`	`}`
`945`	`931`	`}`
`@@ -1055,13 +1041,11 @@ void SensitivityScenarioGenerator::generateEquityVolScenarios(bool up) {`
`1055`	`1041`	`}`
`1056`	`1042`	`}`
`1057`	`1043`
`1058`		`- // Give the scenario a label`
`1059`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`1060`		`-`
`1061`	`1044`	`// add this scenario to the scenario vector`
`1062`	`1045`	`scenarios_.push_back(scenario);`
`1063`	`1046`	`scenarioDescriptions_.push_back(`
`1064`	`1047`	`equityVolScenarioDescription(equity, j, strikeBucket, up, getShiftScheme(data)));`
	`1048`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`1065`	`1049`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`1066`	`1050`	`}`
`1067`	`1051`	`}`
`@@ -1257,12 +1241,10 @@ void SensitivityScenarioGenerator::generateGenericYieldVolScenarios(bool up, Ris`
`1257`	`1241`	`}`
`1258`	`1242`	`}`
`1259`	`1243`
`1260`		`- // Give the scenario a label`
`1261`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`1262`		`-`
`1263`	`1244`	`// add this scenario to the scenario vector`
`1264`	`1245`	`scenarios_.push_back(scenario);`
`1265`	`1246`	`scenarioDescriptions_.push_back(getScenarioDescription(qualifier, j, k, strikeBucket, up, data));`
	`1247`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`1266`	`1248`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()`
`1267`	`1249`	`<< " created for generic yield vol " << qualifier);`
`1268`	`1250`	`}`
`@@ -1413,12 +1395,11 @@ void SensitivityScenarioGenerator::generateCapFloorVolScenarios(bool up) {`
`1413`	`1395`	`}`
`1414`	`1396`
`1415`	`1397`	`// Give the scenario a label`
`1416`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`1417`	`1398`
`1418`		`- // add this scenario to the scenario vector`
`1419`	`1399`	`scenarios_.push_back(scenario);`
`1420`	`1400`	`scenarioDescriptions_.push_back(`
`1421`	`1401`	`capFloorVolScenarioDescription(key, j, k, up, sensiIsAtm, getShiftScheme(data)));`
	`1402`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`1422`	`1403`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`1423`	`1404`	`}`
`1424`	`1405`	`}`
`@@ -1523,12 +1504,10 @@ void SensitivityScenarioGenerator::generateSurvivalProbabilityScenarios(bool up)`
`1523`	`1504`	`}`
`1524`	`1505`	`}`
`1525`	`1506`
`1526`		`- // Give the scenario a label`
`1527`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`1528`		`-`
`1529`	`1507`	`// add this scenario to the scenario vector`
`1530`	`1508`	`scenarios_.push_back(scenario);`
`1531`	`1509`	`scenarioDescriptions_.push_back(survivalProbabilityScenarioDescription(name, j, up, getShiftScheme(data)));`
	`1510`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`1532`	`1511`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`1533`	`1512`
`1534`	`1513`	`} // end of shift curve tenors`
`@@ -1615,12 +1594,10 @@ void SensitivityScenarioGenerator::generateCdsVolScenarios(bool up) {`
`1615`	`1594`	`}`
`1616`	`1595`	`}`
`1617`	`1596`
`1618`		`- // Give the scenario a label`
`1619`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`1620`		`-`
`1621`	`1597`	`// add this scenario to the scenario vector`
`1622`	`1598`	`scenarios_.push_back(scenario);`
`1623`	`1599`	`scenarioDescriptions_.push_back(CdsVolScenarioDescription(name, j, strikeBucket, up, getShiftScheme(data)));`
	`1600`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`1624`	`1601`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`1625`	`1602`	`}`
`1626`	`1603`	`}`
`@@ -1712,12 +1689,10 @@ void SensitivityScenarioGenerator::generateZeroInflationScenarios(bool up) {`
`1712`	`1689`	`}`
`1713`	`1690`	`}`
`1714`	`1691`
`1715`		`- // Give the scenario a label`
`1716`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`1717`		`-`
`1718`	`1692`	`// add this scenario to the scenario vector`
`1719`	`1693`	`scenarios_.push_back(scenario);`
`1720`	`1694`	`scenarioDescriptions_.push_back(zeroInflationScenarioDescription(indexName, j, up, getShiftScheme(data)));`
	`1695`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`1721`	`1696`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()`
`1722`	`1697`	`<< " created for indexName " << indexName);`
`1723`	`1698`
`@@ -1817,12 +1792,10 @@ void SensitivityScenarioGenerator::generateYoYInflationScenarios(bool up) {`
`1817`	`1792`	`}`
`1818`	`1793`	`}`
`1819`	`1794`
`1820`		`- // Give the scenario a label`
`1821`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`1822`		`-`
`1823`	`1795`	`// add this scenario to the scenario vector`
`1824`	`1796`	`scenarios_.push_back(scenario);`
`1825`	`1797`	`scenarioDescriptions_.push_back(yoyInflationScenarioDescription(indexName, j, up, getShiftScheme(data)));`
	`1798`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`1826`	`1799`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()`
`1827`	`1800`	`<< " created for indexName " << indexName);`
`1828`	`1801`
`@@ -1930,13 +1903,11 @@ void SensitivityScenarioGenerator::generateYoYInflationCapFloorVolScenarios(bool`
`1930`	`1903`	`}`
`1931`	`1904`	`}`
`1932`	`1905`
`1933`		`- // Give the scenario a label`
`1934`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`1935`		`-`
`1936`	`1906`	`// add this scenario to the scenario vector`
`1937`	`1907`	`scenarios_.push_back(scenario);`
`1938`	`1908`	`scenarioDescriptions_.push_back(`
`1939`	`1909`	`yoyInflationCapFloorVolScenarioDescription(name, j, k, up, getShiftScheme(data)));`
	`1910`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`1940`	`1911`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`1941`	`1912`	`}`
`1942`	`1913`	`}`
`@@ -2043,13 +2014,11 @@ void SensitivityScenarioGenerator::generateZeroInflationCapFloorVolScenarios(boo`
`2043`	`2014`	`}`
`2044`	`2015`	`}`
`2045`	`2016`
`2046`		`- // Give the scenario a label`
`2047`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`2048`		`-`
`2049`	`2017`	`// add this scenario to the scenario vector`
`2050`	`2018`	`scenarios_.push_back(scenario);`
`2051`	`2019`	`scenarioDescriptions_.push_back(`
`2052`	`2020`	`zeroInflationCapFloorVolScenarioDescription(name, j, k, up, getShiftScheme(data)));`
	`2021`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`2053`	`2022`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`2054`	`2023`	`}`
`2055`	`2024`	`}`
`@@ -2159,13 +2128,11 @@ void SensitivityScenarioGenerator::generateBaseCorrelationScenarios(bool up) {`
`2159`	`2128`	`}`
`2160`	`2129`	`}`
`2161`	`2130`
`2162`		`- // Give the scenario a label`
`2163`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`2164`		`-`
`2165`	`2131`	`// add this scenario to the scenario vector`
`2166`	`2132`	`scenarios_.push_back(scenario);`
`2167`	`2133`	`scenarioDescriptions_.push_back(`
`2168`	`2134`	`baseCorrelationScenarioDescription(name, j, k, up, getShiftScheme(data)));`
	`2135`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`2169`	`2136`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`2170`	`2137`	`}`
`2171`	`2138`	`}`
`@@ -2263,12 +2230,10 @@ void SensitivityScenarioGenerator::generateCommodityCurveScenarios(bool up) {`
`2263`	`2230`	`}`
`2264`	`2231`	`}`
`2265`	`2232`
`2266`		`- // Give the scenario a label`
`2267`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`2268`		`-`
`2269`	`2233`	`// add this scenario to the scenario vector`
`2270`	`2234`	`scenarios_.push_back(scenario);`
`2271`	`2235`	`scenarioDescriptions_.push_back(commodityCurveScenarioDescription(name, j, up, getShiftScheme(data)));`
	`2236`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`2272`	`2237`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`2273`	`2238`	`}`
`2274`	`2239`	`}`
`@@ -2375,12 +2340,11 @@ void SensitivityScenarioGenerator::generateCommodityVolScenarios(bool up) {`
`2375`	`2340`	`}`
`2376`	`2341`
`2377`	`2342`	`// Give the scenario a label`
`2378`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`2379`	`2343`
`2380`	`2344`	`// Add the final scenario to the scenario vector`
`2381`	`2345`	`scenarioDescriptions_.push_back(commodityVolScenarioDescription(name, sj, si, up, getShiftScheme(sd)));`
	`2346`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`2382`	`2347`	`scenarios_.push_back(scenario);`
`2383`		`-`
`2384`	`2348`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`2385`	`2349`	`}`
`2386`	`2350`	`}`
`@@ -2488,12 +2452,10 @@ void SensitivityScenarioGenerator::generateCorrelationScenarios(bool up) {`
`2488`	`2452`	`}`
`2489`	`2453`	`}`
`2490`	`2454`
`2491`		`- // Give the scenario a label`
`2492`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`2493`		`-`
`2494`	`2455`	`// add this scenario to the scenario vector`
`2495`	`2456`	`scenarios_.push_back(scenario);`
`2496`	`2457`	`scenarioDescriptions_.push_back(correlationScenarioDescription(label, j, k, up, getShiftScheme(data)));`
	`2458`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`2497`	`2459`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label() << " created");`
`2498`	`2460`	`}`
`2499`	`2461`	`}`
`@@ -2531,11 +2493,9 @@ void SensitivityScenarioGenerator::generateSecuritySpreadScenarios(bool up) {`
`2531`	`2493`
`2532`	`2494`	`storeShiftData(key, base_spread, newSpread);`
`2533`	`2495`
`2534`		`- // Give the scenario a label`
`2535`		`- scenario->label(to_string(scenarioDescriptions_.back()));`
`2536`		`-`
`2537`	`2496`	`scenarios_.push_back(scenario);`
`2538`	`2497`	`scenarioDescriptions_.push_back(securitySpreadScenarioDescription(bond, up, getShiftScheme(data)));`
	`2498`	`+ scenario->label(to_string(scenarioDescriptions_.back()));`
`2539`	`2499`	`DLOG("Sensitivity scenario # " << scenarios_.size() << ", label " << scenario->label()`
`2540`	`2500`	`<< " created: " << newSpread);`
`2541`	`2501`	`}`