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1 parent 3725758 commit 2340c4fCopy full SHA for 2340c4f
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OREData/ored/scripting/engines/scriptedinstrumentpricingengine.cpp
@@ -206,6 +206,7 @@ void ScriptedInstrumentPricingEngine::calculate() const {
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cashFlowResults[i].currency = paylog->currencies().at(i);
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cashFlowResults[i].legNumber = paylog->legNos().at(i);
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cashFlowResults[i].type = paylog->cashflowTypes().at(i);
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+ cashFlowResults[i].discountFactor = discount;
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DLOG("got cashflow " << QuantLib::io::iso_date(cashFlowResults[i].payDate) << " "
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<< cashFlowResults[i].currency << cashFlowResults[i].amount << " "
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<< cashFlowResults[i].currency << "-" << model_->baseCcy() << " " << fx << " discount("
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