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damienbarkerjenkins
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QPR-11684 clean up curveconfig lookup in analytics
1 parent 22ecaa0 commit 8631608

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Lines changed: 4 additions & 4 deletions

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OREAnalytics/orea/app/analytics/pricinganalytic.cpp

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -161,7 +161,7 @@ void PricingAnalyticImpl::runAnalytic(
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boost::shared_ptr<StressTest> stressTest = boost::make_shared<StressTest>(
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analytic()->portfolio(), analytic()->market(), marketConfig, inputs_->pricingEngine(),
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inputs_->stressSimMarketParams(), inputs_->stressScenarioData(),
164-
*inputs_->curveConfigs().at(0), *analytic()->configurations().todaysMarketParams, nullptr,
164+
*analytic()->configurations().curveConfig, *analytic()->configurations().todaysMarketParams, nullptr,
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inputs_->refDataManager(), *inputs_->iborFallbackConfig(),
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inputs_->continueOnError());
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stressTest->writeReport(report, inputs_->stressThreshold());
@@ -182,7 +182,7 @@ void PricingAnalyticImpl::runAnalytic(
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sensiAnalysis = boost::make_shared<SensitivityAnalysisPlus>(
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analytic()->portfolio(), analytic()->market(), configuration, inputs_->pricingEngine(),
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analytic()->configurations().simMarketParams, analytic()->configurations().sensiScenarioData,
185-
recalibrateModels, inputs_->curveConfigs().at(0),
185+
recalibrateModels, analytic()->configurations().curveConfig,
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analytic()->configurations().todaysMarketParams, ccyConv, inputs_->refDataManager(),
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*inputs_->iborFallbackConfig(), true, false, inputs_->dryRun());
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LOG("Single-threaded sensi analysis created");
@@ -197,8 +197,8 @@ void PricingAnalyticImpl::runAnalytic(
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sensiAnalysis = boost::make_shared<SensitivityAnalysisPlus>(
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inputs_->nThreads(), inputs_->asof(), loader, analytic()->portfolio(),
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Market::defaultConfiguration, inputs_->pricingEngine(),
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analytic()->configurations().simMarketParams, analytic()->configurations().sensiScenarioData,
201-
recalibrateModels, inputs_->curveConfigs().at(0),
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analytic()->configurations().simMarketParams, analytic()->configurations().sensiScenarioData,
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recalibrateModels, analytic()->configurations().curveConfig,
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analytic()->configurations().todaysMarketParams, ccyConv, inputs_->refDataManager(),
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*inputs_->iborFallbackConfig(), true, false, inputs_->dryRun());
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LOG("Multi-threaded sensi analysis created");

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