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2 parents 3d975ba + 088b44e commit 60d93a7Copy full SHA for 60d93a7
1 file changed
OREData/ored/portfolio/builders/multilegoption.cpp
@@ -158,7 +158,7 @@ QuantLib::ext::shared_ptr<PricingEngine> CamMcMultiLegOptionEngineBuilder::engin
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auto volatilityType = parseVolatilityType(getCcyValue("IrVolatilityType", currencies[i].code(), true));
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auto lgmData = QuantLib::ext::make_shared<IrLgmData>();
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lgmData->reset();
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- lgmData->ccy() = currencies[i].code();
+ lgmData->qualifier() = currencies[i].code();
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lgmData->calibrateH() = false;
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lgmData->hParamType() = ParamType::Constant;
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lgmData->hValues() = {rev};
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