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pcaspersjenkins
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QPR-11987 fix asd generation
1 parent 903d83f commit 2e75b2d

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Lines changed: 2 additions & 4 deletions

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OREAnalytics/orea/app/analytics/xvaanalytic.cpp

Lines changed: 2 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -456,8 +456,7 @@ void XvaAnalyticImpl::amcRun(bool doClassicRun) {
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inputs_->exposureSimMarketParams()->additionalScenarioDataNumberOfCreditStates());
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amcEngine.registerProgressIndicator(progressBar);
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amcEngine.registerProgressIndicator(progressLog);
459-
// We only need to generate asd, if this does not happen in the classic run
460-
if (!doClassicRun)
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if (!scenarioData_.empty())
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amcEngine.aggregationScenarioData() = *scenarioData_;
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amcEngine.buildCube(amcPortfolio_, amcCube_);
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} else {
@@ -484,8 +483,7 @@ void XvaAnalyticImpl::amcRun(bool doClassicRun) {
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amcEngine.registerProgressIndicator(progressBar);
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amcEngine.registerProgressIndicator(progressLog);
487-
// as for the single-threaded case, we only need to generate asd, if this does not happen in the classic run
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if (!doClassicRun)
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if (!scenarioData_.empty())
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amcEngine.aggregationScenarioData() = *scenarioData_;
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amcEngine.buildCube(amcPortfolio_);
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amcCube_ = boost::make_shared<JointNPVCube>(amcEngine.outputCubes());

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