git subrepo pull (merge) ore

subrepo:
  subdir:   "ore"
  merged:   "7e9622a493"
upstream:
  origin:   "git@gitlab.acadiasoft.net:qs/ore.git"
  branch:   "master"
  commit:   "3794cc5c9f"
git-subrepo:
  version:  "0.4.6"
  origin:   "https://github.com/ingydotnet/git-subrepo"
  commit:   "73a0129"

Author: jenkins

Docs/UserGuide/userguide.tex

@@ -7210,9 +7210,6 @@ \subsubsection*{Trade Features}
 Some trade features are not yet supported by the multileg option engine:
 
 \begin{enumerate}
-\item legs with fx resetting feature
-\item legs with naked option = true
-\item coupon types are restricted to Ibor and CMS
 \item exercise flows (like a notional exchange common to cross currency swaptions) are not supported
 \end{enumerate}
 
@@ -7228,12 +7225,6 @@ \subsubsection*{State interpolation for exercise decisions}
 simulated path. Currently this is done using a simple linear interpolation while from a pure methodology point of view a
 Brownian Bridge would be preferable. In our tests we do not see a big impact of this approximation though.
 
-\subsubsection*{Missing recalibration of the MCMultiLegOptionEngine}
-
-The MC Multi Leg Option Engine builder uses the \verb+CrossAssetModelBuilder+ to set up the pricing model. This class
-does not implement the \verb+ModelBuidler+ interface meaning that the model is not recalibrated in a sensitivity
-analysis run. Therefore the sensitivities calculated by this engine are not valid.
-
 \subsubsection*{Basis Function Selection}
 
 Currently the basis function system is generated by specifying the type of the functions and the order, see

OREData/ored/portfolio/bondposition.cpp

@@ -74,7 +74,11 @@ void BondPosition::build(const boost::shared_ptr<ore::data::EngineFactory>& engi
 
     maturity_ = Date::minDate();
     for (auto const& u : data_.underlyings()) {
-        bonds_.push_back(BondFactory::instance().build(engineFactory, engineFactory->referenceData(), u.name()));
+        try {
+            bonds_.push_back(BondFactory::instance().build(engineFactory, engineFactory->referenceData(), u.name()));
+        } catch (const std::exception& e) {
+            QL_FAIL("Build failed for underlying " << u.type() << " (" << u.name() << "): " << e.what());
+        }
         weights_.push_back(u.weight());
         bidAskAdjustments_.push_back(u.bidAskAdjustment());
         maturity_ = std::max(bonds_.back().bond->maturityDate(), maturity_);