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Commit 2148087

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nathaniel.volfangojenkins
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QPR-12565 -- Add CommoditySwap spread additional results
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OREData/ored/portfolio/commodityswap.cpp

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@@ -197,6 +197,7 @@ const std::map<std::string,boost::any>& CommoditySwap::additionalData() const {
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additionalData_["quantity[" + label + "]"] = indexedFlow->quantity();
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additionalData_["periodQuantity[" + label + "]"] = indexedFlow->periodQuantity();
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additionalData_["gearing[" + label + "]"] = indexedFlow->gearing();
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additionalData_["spread[" + label + "]"] = indexedFlow->spread();
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if (indexedFlow->isAveragingFrontMonthCashflow(asof)) {
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std::vector<Real> priceVec;
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std::vector<std::string> indexVec;
@@ -242,6 +243,7 @@ const std::map<std::string,boost::any>& CommoditySwap::additionalData() const {
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additionalData_["quantity[" + label + "]"] = indexedAvgFlow->quantity();
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additionalData_["periodQuantity[" + label + "]"] = indexedAvgFlow->periodQuantity();
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additionalData_["gearing[" + label + "]"] = indexedAvgFlow->gearing();
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additionalData_["spread[" + label + "]"] = indexedAvgFlow->spread();
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std::vector<Real> priceVec;
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std::vector<std::string> indexVec;
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std::vector<Date> indexExpiryVec, pricingDateVec;

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