QPR-12014 missing template

pcaspers · jenkins · commit 83f58269b872 · 2024-01-17T15:35:53.000Z
diff --git a/OREData/ored/portfolio/equitydoublebarrieroption.cpp b/OREData/ored/portfolio/equitydoublebarrieroption.cpp
@@ -37,6 +37,8 @@ EquityDoubleBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFa
         boost::dynamic_pointer_cast<EquityEuropeanOptionEngineBuilder>(builder);
     QL_REQUIRE(eqOptBuilder, "No eqOptBuilder found");
 
+    setSensitivityTemplate(eqOptBuilder);
+
     return eqOptBuilder->engine(equityName(), tradeCurrency(), expiryDate);
 }
 
@@ -51,6 +53,8 @@ EquityDoubleBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFa
         boost::dynamic_pointer_cast<EquityDoubleBarrierOptionEngineBuilder>(builder);
     QL_REQUIRE(eqBarrierOptBuilder, "No eqBarrierOptBuilder found");
 
+    setSensitivityTemplate(eqBarrierOptBuilder);
+
     return eqBarrierOptBuilder->engine(equityName(), tradeCurrency(), expiryDate);
 }
 

Original file line number	Diff line number	Diff line change
`@@ -37,6 +37,8 @@ EquityDoubleBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFa`
`37`	`37`	`boost::dynamic_pointer_cast<EquityEuropeanOptionEngineBuilder>(builder);`
`38`	`38`	`QL_REQUIRE(eqOptBuilder, "No eqOptBuilder found");`
`39`	`39`
	`40`	`+ setSensitivityTemplate(eqOptBuilder);`
	`41`	`+`
`40`	`42`	`return eqOptBuilder->engine(equityName(), tradeCurrency(), expiryDate);`
`41`	`43`	`}`
`42`	`44`
`@@ -51,6 +53,8 @@ EquityDoubleBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFa`
`51`	`53`	`boost::dynamic_pointer_cast<EquityDoubleBarrierOptionEngineBuilder>(builder);`
`52`	`54`	`QL_REQUIRE(eqBarrierOptBuilder, "No eqBarrierOptBuilder found");`
`53`	`55`
	`56`	`+ setSensitivityTemplate(eqBarrierOptBuilder);`
	`57`	`+`
`54`	`58`	`return eqBarrierOptBuilder->engine(equityName(), tradeCurrency(), expiryDate);`
`55`	`59`	`}`
`56`	`60`