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pcaspersjenkins
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QPR-11641 replaced bimap by map
1 parent df88f02 commit 1fe8d58

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Lines changed: 2 additions & 2 deletions

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OREAnalytics/orea/engine/sensitivityanalysis.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -319,7 +319,7 @@ void SensitivityAnalysis::addAnalyticFxSensitivities() {
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}
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// Overwrite the sensitivity cube entries.
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auto upFactors = sensiCube_->upFactors().left;
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auto upFactors = sensiCube_->upFactors();
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auto downFactors = sensiCube_->downFactors();
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auto baseNpv = sensiCube_->npvCube()->getT0(tradeIdx);
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OREAnalytics/orea/engine/zerotoparcube.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -92,7 +92,7 @@ map<RiskFactorKey, Real> ZeroToParCube::parDeltas(QuantLib::Size tradeIdx) const
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}
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// Add non-zero deltas that do not need to be converted from underlying zero cube
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for (const auto& key : zeroCube_->upFactors().left) {
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for (const auto& key : zeroCube_->upFactors()) {
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if (!ParSensitivityAnalysis::isParType(key.first.keytype) || typesDisabled_.count(key.first.keytype) == 1) {
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Real delta = 0.0;
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if (!zeroCube_->twoSidedDelta(key.first.keytype)) {

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