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Merge remote-tracking branch 'djkrystul/master' into ghpr_20230907
2 parents 6c48271 + 7d6b95c commit 800e1b8

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QuantExt/qle/pricingengines/discountingfxforwardengine.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -147,7 +147,7 @@ void DiscountingFxForwardEngine::calculate() const {
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results_.value = (tmpPayCurrency1 ? -1.0 : 1.0) * discFar / discNear * (tmpNominal1 / fx1 - tmpNominal2 / fx2);
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results_.npv = Money(arguments_.payCcy, results_.value);
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results_.npv = Money(settleCcy, results_.value);
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results_.fairForwardRate = ExchangeRate(ccy2_, ccy1_, fxfwd);
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results_.additionalResults["fairForwardRate"] = fxfwd;

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