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pcaspersjenkins
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QPR-12496 increment index, catch nullpt
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QuantExt/qle/math/randomvariable.cpp

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@@ -1239,6 +1239,7 @@ RandomVariable conditionalExpectation(
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QL_REQUIRE(!regressor.empty(), "regressor vector is empty");
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Size n = regressor.front()->size();
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for (Size i = 1; i < regressor.size(); ++i) {
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QL_REQUIRE(regressor[i] != nullptr, "regressor #" << i << " is null.");
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QL_REQUIRE(n == regressor[i]->size(), "regressor #" << i << " size (" << regressor[i]->size()
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<< ") must match regressor #0 size (" << n << ")");
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}

QuantExt/qle/pricingengines/mcmultilegbaseengine.cpp

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@@ -1256,6 +1256,7 @@ McMultiLegBaseEngine::RegressionModel::apply(const Array& initialState,
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if (t2 == pathTimes.end()) {
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regressor[i] = paths[pathTimes.size() - 1][modelIdx];
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++i;
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continue;
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}
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