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pcaspersjenkins
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QPR-8566 set issue in cds
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OREData/ored/portfolio/creditdefaultswap.cpp

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Original file line numberDiff line numberDiff line change
@@ -129,6 +129,8 @@ void CreditDefaultSwap::build(const boost::shared_ptr<EngineFactory>& engineFact
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else
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additionalData_["startDate"] = to_string(schedule.dates().front());
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issuer_ = swap_.issuerId();
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// ISDA taxonomy
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additionalData_["isdaAssetClass"] = string("Credit");
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additionalData_["isdaBaseProduct"] = string("Single Name");

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