Merge branch 'feature/QPR-13664' into 'master'

Sebastien Bouvard · Sebastien Bouvard · commit 4046d32a2168 · 2025-12-02T13:28:06.000Z
QPR-13664: check for one period in index

Closes QPR-13664

See merge request qs/oreplus!3087
diff --git a/OREData/ored/utilities/indexparser.cpp b/OREData/ored/utilities/indexparser.cpp
@@ -982,7 +982,7 @@ string internalIndexName(const string& indexName) {
     // Check if we have an overnight index
     // This covers cases like USD-FedFunds-1D and returns USD-FedFunds
     // (no need to check convention based overnight indices, they are always of the form CCY-INDEX)
-    if (parsePeriod(tokens[2]) == 1 * Days && isOvernightIndex(tmpName)) {
+    if (isOnePeriod(tokens[2]) && parsePeriod(tokens[2]) == 1 * Days && isOvernightIndex(tmpName)) {
         return tmpName;
     }
 

Original file line number	Diff line number	Diff line change
`@@ -982,7 +982,7 @@ string internalIndexName(const string& indexName) {`
`982`	`982`	`// Check if we have an overnight index`
`983`	`983`	`// This covers cases like USD-FedFunds-1D and returns USD-FedFunds`
`984`	`984`	`// (no need to check convention based overnight indices, they are always of the form CCY-INDEX)`
`985`		`- if (parsePeriod(tokens[2]) == 1 * Days && isOvernightIndex(tmpName)) {`
	`985`	`+ if (isOnePeriod(tokens[2]) && parsePeriod(tokens[2]) == 1 * Days && isOvernightIndex(tmpName)) {`
`986`	`986`	`return tmpName;`
`987`	`987`	`}`
`988`	`988`