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damienbarkerjenkins
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QPR-11645 catch error message
1 parent 6fcd456 commit 39326be

1 file changed

Lines changed: 4 additions & 2 deletions

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OREAnalytics/orea/app/marketdataloader.cpp

Lines changed: 4 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -202,17 +202,19 @@ void MarketDataLoader::populateFixings(
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for (const auto& f : portfolioFixings_) {
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for (const auto& d : f.second) {
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if (!loader_->hasFixing(f.first, d)) {
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string fixingErr = "";
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if (isFxIndex(f.first)) {
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auto fxInd = parseFxIndex(f.first);
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try {
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fxInd->fixing(d);
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break;
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} catch (const std::exception& e) {
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fixingErr = ", error: " + ore::data::to_string(e.what());
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}
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catch (...) {}
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}
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WLOG(StructuredFixingWarningMessage(f.first, d, "Missing fixing",
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"Could not find required fixing id " + f.first +
215-
" for date " + ore::data::to_string(d)));
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" for date " + ore::data::to_string(d) + fixingErr));
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}
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}
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}

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