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mgronckijenkins
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QPR-12145 bugfix
1 parent 7ac6545 commit 520d913

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OREAnalytics/orea/simm/simmcalculator.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1281,7 +1281,7 @@ void SimmCalculator::calcAddMargin(const SimmSide& side, const NettingSetDetails
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// If we have found a corresponding notional, update the additional margin
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if (count == 1) {
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Real notional = pQualifierIt.front().amountResultCcy;
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Real factor = pQualifierIt.front().amount;
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Real factor = it.amount;
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Real notionalFactorMargin = notional * factor / 100.0;
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add(nettingSetDetails, regulation, ProductClass::AddOnNotionalFactor, RiskClass::All,

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