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QPR-13648 fix
1 parent bf4e881 commit 27db5c6

1 file changed

Lines changed: 2 additions & 2 deletions

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OREData/ored/configuration/yieldcurveconfig.cpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -284,7 +284,7 @@ void YieldCurveConfig::fromXML(XMLNode* node) {
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mixedInterpolationCutoff_ = XMLUtils::getChildValueAsInt(node, "MixedInterpolationCutoff", false, 1);
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zeroDayCounter_ = XMLUtils::getChildValue(node, "YieldCurveDayCounter", false, "A365");
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extrapolation_ = XMLUtils::getChildValueAsBool(node, "Extrapolation", false, true);
287-
extrapolationMethod_ = XMLUtils::getChildValue(node, "ExtrapolationType", false, "ContinuousForward");
287+
extrapolationMethod_ = XMLUtils::getChildValue(node, "ExtrapolationMethod", false, "ContinuousForward");
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excludeT0FromInterpolation_ = XMLUtils::getChildValueAsBool(node, "ExcludeT0FromInterpolation", false, false);
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// Optional bootstrap configuration
@@ -331,7 +331,7 @@ XMLNode* YieldCurveConfig::toXML(XMLDocument& doc) const {
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XMLUtils::addChild(doc, node, "YieldCurveDayCounter", zeroDayCounter_);
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XMLUtils::addChild(doc, node, "Tolerance", bootstrapConfig_.accuracy());
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XMLUtils::addChild(doc, node, "Extrapolation", extrapolation_);
334-
XMLUtils::addChild(doc, node, "ExtrapolationType", extrapolationMethod_);
334+
XMLUtils::addChild(doc, node, "ExtrapolationMethod", extrapolationMethod_);
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XMLUtils::addChild(doc, node, "ExcludeT0FromInterpolation", excludeT0FromInterpolation_);
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XMLUtils::appendNode(node, bootstrapConfig_.toXML(doc));
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XMLUtils::appendNode(node, reportConfig_.toXML(doc));

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