QPR-12014 emit warning if no sensi template is set for a trade

Author: pcaspers

OREData/ored/portfolio/trade.cpp

@@ -16,9 +16,10 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
+#include <ored/portfolio/structuredtradewarning.hpp>
 #include <ored/portfolio/trade.hpp>
-#include <ored/utilities/to_string.hpp>
 #include <ored/utilities/indexnametranslator.hpp>
+#include <ored/utilities/to_string.hpp>
 
 #include <qle/cashflows/equitycouponpricer.hpp>
 #include <qle/cashflows/indexedcoupon.hpp>
@@ -136,6 +137,7 @@ void Trade::reset() {
     issuer_.clear();
     requiredFixings_.clear();
     sensitivityTemplate_.clear();
+    sensitivityTemplateSet_ = false;
 }
 
 const std::map<std::string, boost::any>& Trade::additionalData() const { return additionalData_; }
@@ -280,6 +282,17 @@ void Trade::setLegBasedAdditionalData(const Size i, Size resultLegId) const {
 
 void Trade::setSensitivityTemplate(const EngineBuilder& builder) {
     sensitivityTemplate_ = builder.engineParameter("SensitivityTemplate", {}, false, std::string());
+    sensitivityTemplateSet_ = true;
+}
+
+const std::string& Trade::sensitivityTemplate() const {
+    if (!sensitivityTemplateSet_) {
+        StructuredTradeWarningMessage(
+            id(), tradeType(), "No valid sensitivty template.",
+            "Either build() was not called, or the trade builder did not set the sensitivity template.")
+            .log();
+    }
+    return sensitivityTemplate_;
 }
 
 } // namespace data

OREData/ored/portfolio/trade.hpp

@@ -163,7 +163,7 @@ class Trade : public XMLSerializable {
 
     /*! returns the pricing engine id 'Swap/DiscountedCashflows/DiscountingSwapEngine'
       for this trade, this is only available after build() has been called */
-    const std::string& sensitivityTemplate() const { return sensitivityTemplate_; }
+    const std::string& sensitivityTemplate() const;
     //@}
 
     //! \name Utility
@@ -200,6 +200,7 @@ class Trade : public XMLSerializable {
     Date maturity_;
     string issuer_;
     string sensitivityTemplate_;
+    bool sensitivityTemplateSet_ = false;
 
     std::size_t savedNumberOfPricings_ = 0;
     boost::timer::nanosecond_type savedCumulativePricingTime_ = 0;