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pcaspersjenkins
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QPR-12014 fxi
1 parent 103df88 commit 69ebecb

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OREAnalytics/orea/engine/sensitivityanalysis.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -178,7 +178,7 @@ void SensitivityAnalysis::generateSensitivities() {
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continue;
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LOG("Run Sensitivity Scenarios for " << pf->size() << " out of " << portfolio_->size() << " trades.");
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boost::shared_ptr<NPVSensiCube> cube =
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boost::make_shared<DoublePrecisionSensiCube>(pf->ids(), asof_, scenarioGenerator_->samples());
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boost::make_shared<DoublePrecisionSensiCube>(pf->ids(), asof_, scenGen->samples());
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simMarket_->scenarioGenerator() = scenGen;
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auto factory =
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boost::make_shared<EngineFactory>(ed, simMarket_, configurations, referenceData_, iborFallbackConfig_);

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