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pcaspersjenkins
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QPR-12498 revert unintended change
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OREData/ored/model/lgmbuilder.cpp

Lines changed: 1 addition & 1 deletion
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@@ -172,7 +172,7 @@ LgmBuilder::LgmBuilder(const QuantLib::ext::shared_ptr<ore::data::Market>& marke
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continueOnError_(continueOnError), referenceCalibrationGrid_(referenceCalibrationGrid),
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setCalibrationInfo_(setCalibrationInfo), id_(id),
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optimizationMethod_(QuantLib::ext::shared_ptr<OptimizationMethod>(new LevenbergMarquardt(1E-8, 1E-8, 1E-8))),
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endCriteria_(EndCriteria(1000, 500, 1E-16, 1E-16, 1E-16)),
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endCriteria_(EndCriteria(1000, 500, 1E-8, 1E-8, 1E-8)),
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calibrationErrorType_(BlackCalibrationHelper::RelativePriceError) {
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marketObserver_ = QuantLib::ext::make_shared<MarketObserver>();

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