QPR-9859 bugfix

mgroncki · jenkins · commit 237e07df9c61 · 2024-02-06T15:12:52.000Z
diff --git a/OREAnalytics/orea/engine/amcvaluationengine.cpp b/OREAnalytics/orea/engine/amcvaluationengine.cpp
@@ -534,7 +534,7 @@ void runCoreEngine(const boost::shared_ptr<ore::data::Portfolio>& portfolio,
                     }
                     if (sgd->getGrid()->isValuationDate()[k - 1]) {
                         Date valuationDate = sgd->getGrid()->dates()[k - 1];
-                        dateIndexCache[valuationDate] = ++dateIndex;
+                        dateIndexCache[valuationDate] = std::make_pair(t, ++dateIndex);
                         for (Size i = 0; i < outputCube->samples(); ++i) {
                             Real v = outputCube->get(tradeId[j], dateIndex, i, 0);
                             outputCube->set(v +

Original file line number	Diff line number	Diff line change
`@@ -534,7 +534,7 @@ void runCoreEngine(const boost::shared_ptr<ore::data::Portfolio>& portfolio,`
`534`	`534`	`}`
`535`	`535`	`if (sgd->getGrid()->isValuationDate()[k - 1]) {`
`536`	`536`	`Date valuationDate = sgd->getGrid()->dates()[k - 1];`
`537`		`- dateIndexCache[valuationDate] = ++dateIndex;`
	`537`	`+ dateIndexCache[valuationDate] = std::make_pair(t, ++dateIndex);`
`538`	`538`	`for (Size i = 0; i < outputCube->samples(); ++i) {`
`539`	`539`	`Real v = outputCube->get(tradeId[j], dateIndex, i, 0);`
`540`	`540`	`outputCube->set(v +`