QPR-12275 const correctness, use set method

Author: pcaspers

OREData/ored/portfolio/fxforward.hpp

@@ -38,7 +38,7 @@ class FxForward : public Trade {
     //! Default constructor
     FxForward() : Trade("FxForward"), boughtAmount_(0.0), soldAmount_(0.0) {}
     //! Constructor
-    FxForward(Envelope& env, const string& maturityDate, const string& boughtCurrency, double boughtAmount,
+    FxForward(const Envelope& env, const string& maturityDate, const string& boughtCurrency, double boughtAmount,
               const string& soldCurrency, double soldAmount, const string& settlement = "Physical",
               const string& fxIndex = "", const string& payDate = "")
         : Trade("FxForward", env), maturityDate_(maturityDate), boughtCurrency_(boughtCurrency),

OREData/ored/portfolio/fxoption.hpp

@@ -40,8 +40,8 @@ class FxOption : public VanillaOptionTrade {
     //! Default constructor
     FxOption() : VanillaOptionTrade(AssetClass::FX) { tradeType_ = "FxOption"; }
     //! Constructor
-    FxOption(Envelope& env, OptionData option, string boughtCurrency, double boughtAmount, string soldCurrency,
-             double soldAmount, const std::string& fxIndex = "")
+    FxOption(const Envelope& env, const OptionData& option, const string& boughtCurrency, double boughtAmount,
+             const string& soldCurrency, double soldAmount, const std::string& fxIndex = "")
         : VanillaOptionTrade(env, AssetClass::FX, option, boughtCurrency, soldCurrency, boughtAmount,
                              TradeStrike(soldAmount / boughtAmount, soldCurrency)),
           fxIndex_(fxIndex) {

OREData/ored/portfolio/fxswap.hpp

@@ -39,7 +39,7 @@ class FxSwap : public Trade {
     FxSwap()
         : Trade("FxSwap"), nearBoughtAmount_(0.0), nearSoldAmount_(0.0), farBoughtAmount_(0.0), farSoldAmount_(0.0) {}
     //! Constructor
-    FxSwap(Envelope& env, const string& nearDate, const string& farDate, const string& nearBoughtCurrency,
+    FxSwap(const Envelope& env, const string& nearDate, const string& farDate, const string& nearBoughtCurrency,
            double nearBoughtAmount, const string& nearSoldCurrency, double nearSoldAmount, double farBoughtAmount,
            double farSoldAmount, const string& settlement = "Physical")
         : Trade("FxSwap", env), nearDate_(nearDate), farDate_(farDate), nearBoughtCurrency_(nearBoughtCurrency),

OREData/ored/portfolio/portfolio.cpp

@@ -82,7 +82,7 @@ void Portfolio::fromXML(XMLNode* node) {
                 // copy id and envelope
                 failedTrade->id() = id;
                 failedTrade->setUnderlyingTradeType(tradeType);
-                failedTrade->envelope() = trade->envelope();
+                failedTrade->setEnvelope(trade->envelope());
                 // and add it to the portfolio
                 add(failedTrade);
                 WLOG("Added trade id " << failedTrade->id() << " type " << failedTrade->tradeType()
@@ -285,7 +285,7 @@ std::pair<boost::shared_ptr<Trade>, bool> buildTrade(boost::shared_ptr<Trade>& t
             boost::shared_ptr<FailedTrade> failed = boost::make_shared<FailedTrade>();
             failed->id() = trade->id();
             failed->setUnderlyingTradeType(trade->tradeType());
-            failed->envelope() = trade->envelope();
+            failed->setEnvelope(trade->envelope());
             failed->build(engineFactory);
             failed->resetPricingStats(trade->getNumberOfPricings(), trade->getCumulativePricingTime());
             LOG("Built failed trade with id " << failed->id());