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pcaspersjenkins
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QPR-12372 fix
1 parent 04397c5 commit 2c77394

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QuantExt/qle/pricingengines/mcmultilegbaseengine.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -718,7 +718,7 @@ void McMultiLegBaseEngine::calculate() const {
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Size cashflowNo = 0;
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for (auto const& cashflow : leg) {
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// we can skip cashflows that are paid
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if (cashflow->date() < today_ || (!includeSettlementDateFlows_ && cashflow->date() == today))
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if (cashflow->date() < today_ || (!includeSettlementDateFlows_ && cashflow->date() == today_))
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continue;
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// for an alive cashflow, populate the data
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cashflowInfo.push_back(createCashflowInfo(cashflow, currency, payer, legNo, cashflowNo));

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