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bring commodityforward.cpp in line with current fix..
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OREData/ored/portfolio/commodityforward.cpp

Lines changed: 3 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -146,6 +146,7 @@ void CommodityForward::build(const boost::shared_ptr<EngineFactory>& engineFacto
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instrument_ = boost::make_shared<VanillaInstrument>(commodityForward);
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npvCurrency_ = fixingDate_==Date() ? currency_ : payCcy_;
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// notional_ = strike_ * quantity_;
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notional_ = strike_ * quantity_;
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notionalCurrency_ = currency_;
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@@ -166,6 +167,8 @@ void CommodityForward::build(const boost::shared_ptr<EngineFactory>& engineFacto
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additionalData_["isdaTransaction"] = string("");
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}
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Real CommodityForward::notional() const { return notional_; }
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std::map<AssetClass, std::set<std::string>>
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CommodityForward::underlyingIndices(const boost::shared_ptr<ReferenceDataManager>& referenceDataManager) const {
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return {{AssetClass::COM, std::set<std::string>({commodityName_})}};

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