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Examples/Example_40/Input
OREAnalytics/orea/app/analytics Expand file tree Collapse file tree Original file line number Diff line number Diff line change 8181 <Parameter name =" sensitivityOutputFile" >sensitivity.csv</Parameter >
8282 <Parameter name =" outputSensitivityThreshold" >0.000001</Parameter >
8383 <Parameter name =" parSensitivity" >Y</Parameter >
84- <Parameter name =" optimiseRiskFactors" >Y</Parameter >
84+ <Parameter name =" optimiseRiskFactors" >Y</Parameter >
8585 <Parameter name =" parSensitivityOutputFile" >parsensitivity.csv</Parameter >
8686 <Parameter name =" outputJacobi" >Y</Parameter >
8787 <Parameter name =" jacobiOutputFile" >jacobi.csv</Parameter >
Original file line number Diff line number Diff line change @@ -237,8 +237,8 @@ void PricingAnalyticImpl::runAnalytic(
237237
238238 if (inputs_->optimiseRiskFactors ()){
239239 std::set<RiskFactorKey> collectRiskFactors;
240- // collect risk factors of all cubes and ...
241- for (auto & c : sensiAnalysis->sensiCubes ()){
240+ // collect risk factors of all cubes ...
241+ for (auto const & c : sensiAnalysis->sensiCubes ()){
242242 auto currentRF = c->relevantRiskFactors ();
243243 // ... and combine for the par analysis
244244 collectRiskFactors.insert (currentRF.begin (), currentRF.end ());
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