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Cong.Caojenkins
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modified regression test and swap.cpp
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Lines changed: 5 additions & 2 deletions

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OREData/ored/portfolio/swap.cpp

Lines changed: 5 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -328,7 +328,8 @@ std::string isdaSubProductSwap(const std::string& tradeId, const vector<LegData>
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std::string type = legData[i].legType();
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if (type == "Fixed" ||
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type == "ZeroCouponFixed" ||
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type == "Cashflow")
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type == "Cashflow"||
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type == "CommodityFixed")
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nFixed++;
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else if (type == "Floating" ||
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type == "CPI" ||
@@ -340,7 +341,9 @@ std::string isdaSubProductSwap(const std::string& tradeId, const vector<LegData>
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type == "CMB" ||
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type == "Equity"||
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type == "DurationAdjustedCMS"||
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type == "FormulaBased")
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type == "FormulaBased"||
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type =="CommodityFloating"||
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type =="EquityMargin")
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nFloating++;
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else {
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ALOG("leg type " << type << " not mapped for trade " << tradeId);

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