Skip to content

Commit 60e0536

Browse files
pcaspersjenkins
authored andcommitted
QPR-11950 fix dependencies, cases are swapped
1 parent 267b788 commit 60e0536

1 file changed

Lines changed: 4 additions & 4 deletions

File tree

OREAnalytics/orea/engine/parsensitivityanalysis.cpp

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1744,14 +1744,14 @@ ParSensitivityAnalysis::makeCrossCcyBasisSwap(const boost::shared_ptr<Market>& m
17441744
}
17451745

17461746
if (isBaseDiscount)
1747-
parHelperDependencies_.emplace(RiskFactorKey::KeyType::DiscountCurve, baseCcy, 0);
1748-
else
17491747
parHelperDependencies_.emplace(RiskFactorKey::KeyType::YieldCurve, baseCcy, 0);
1748+
else
1749+
parHelperDependencies_.emplace(RiskFactorKey::KeyType::DiscountCurve, baseCcy, 0);
17501750

17511751
if (isNonBaseDiscount)
1752-
parHelperDependencies_.emplace(RiskFactorKey::KeyType::DiscountCurve, ccy, 0);
1753-
else
17541752
parHelperDependencies_.emplace(RiskFactorKey::KeyType::YieldCurve, ccy, 0);
1753+
else
1754+
parHelperDependencies_.emplace(RiskFactorKey::KeyType::DiscountCurve, ccy, 0);
17551755

17561756
parHelperDependencies_.emplace(RiskFactorKey::KeyType::IndexCurve, baseIndexName, 0);
17571757
parHelperDependencies_.emplace(RiskFactorKey::KeyType::IndexCurve, indexName, 0);

0 commit comments

Comments
 (0)