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pcaspersjenkins
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QPR-12156 used market config that is passed in instead of default config
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Lines changed: 2 additions & 2 deletions

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OREAnalytics/orea/engine/stresstest.cpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -49,8 +49,8 @@ StressTest::StressTest(const boost::shared_ptr<ore::data::Portfolio>& portfolio,
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LOG("Run Stress Test");
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DLOG("Build Simulation Market");
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boost::shared_ptr<ScenarioSimMarket> simMarket = boost::make_shared<ScenarioSimMarket>(
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market, simMarketData, Market::defaultConfiguration, curveConfigs, todaysMarketParams,
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continueOnError, false, false, false, iborFallbackConfig);
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market, simMarketData, marketConfiguration, curveConfigs, todaysMarketParams, continueOnError,
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stressData->useSpreadedTermStructures(), false, false, iborFallbackConfig, true);
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DLOG("Build Stress Scenario Generator");
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Date asof = market->asofDate();

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