QPR-13647 fixes

Author: pcaspers

OREData/ored/marketdata/inflationcurve.cpp

@@ -316,7 +316,7 @@ InflationCurve::CurveBuildResults
                 results.cashflowGenerators.push_back(
                     std::function<std::vector<TradeCashflowReportData>()>([instrument, index, asof, nominalTs]() {
                         return getCashflowReportData(
-                            {instrument->swap()->leg(0), instrument->swap()->leg(1)}, {false, true}, {1.0E6, 1.0E6},
+                            {instrument->swap()->leg(0), instrument->swap()->leg(1)}, {false, true}, {1.0, 1.0},
                             index->currency().code(), {index->currency().code(), index->currency().code()}, asof,
                             {*nominalTs, *nominalTs}, {1.0, 1.0}, {}, {}, {"Interest", ""}, {1.0E6, 1.0E6});
                     }));

OREData/ored/marketdata/yieldcurve.cpp

@@ -2373,9 +2373,9 @@ void YieldCurve::addOISs(const std::size_t index, const QuantLib::ext::shared_pt
                                             : *oisHelper->swap()->iborIndex()->forwardingTermStructure();
                              return getCashflowReportData(
                                  {oisHelper->swap()->fixedLeg(), oisHelper->swap()->floatingLeg()}, {false, true},
-                                 {1.0, 1.0}, currency_[index].code(),
-                                 {currency_[index].code(), currency_[index].code()}, asofDate_,
-                                 {dsc, dsc}, {1.0, 1.0}, {}, {});
+                                 {1.0E6, 1.0E6}, currency_[index].code(),
+                                 {currency_[index].code(), currency_[index].code()}, asofDate_, {dsc, dsc}, {1.0, 1.0},
+                                 {}, {});
                          }}});
                 } else {
                     auto oisHelper = QuantLib::ext::make_shared<QuantExt::DatedOISRateHelper>(