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pcaspersjenkins
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QPR-12417 revert for the time being
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Lines changed: 4 additions & 2 deletions

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OREAnalytics/orea/app/reportwriter.cpp

Lines changed: 4 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -580,8 +580,10 @@ void ReportWriter::writeCashflow(ore::data::Report& report, const std::string& b
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if (cf.effectiveCapVolatility != Null<Real>())
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capVolatility = cf.effectiveCapVolatility;
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if (!includePastCashflows && cf.payDate <= asof)
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continue;
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// to be consistent with the leg-based cf report we should do this:
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// if (!includePastCashflows && cf.payDate <= asof)
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// continue;
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// however, this changes a lot of results, so we output all cfs for the time being
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report.next()
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.add(trade->id())

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