code clean up

Author: mgroncki

OREData/ored/portfolio/indexcreditdefaultswapoption.cpp

@@ -274,6 +274,7 @@ void IndexCreditDefaultSwapOption::build(const QuantLib::ext::shared_ptr<EngineF
     // Set engine on the underlying CDS.
     auto ccy = parseCurrency(npvCurrency_);
     std::string overrideCurve = iCdsOptionEngineBuilder->engineParameter("Curve", {}, false, "Underlying");
+
     auto creditCurveId = this->creditCurveId();
     // warn if that is not possible, except for trades on custom baskets
     if (swap_.basket().constituents().empty() && splitCurveIdWithTenor(creditCurveId).second == 0 * Days) {
@@ -283,26 +284,28 @@ void IndexCreditDefaultSwapOption::build(const QuantLib::ext::shared_ptr<EngineF
                                           swap_.creditCurveId() + "')")
             .log();
     }
+
+    // for cash settlement build the underlying swap with the inccy discount curve
+    Settlement::Type settleType = parseSettlementType(option_.settlement());
+    cds->setPricingEngine(iCdsEngineBuilder->engine(
+        ccy, creditCurveId, constituentIds, overrideCurve, iCdsOptionEngineBuilder->calibrateUnderlyingCurves(),
+        constituentNtls, swap_.recoveryRate(), settleType == Settlement::Cash));
+
     // Strike may be in terms of spread or price
     auto strikeType = parseCdsOptionStrikeType(effectiveStrikeType_);
 
     // Determine the index term;
     effectiveIndexTerm_ = 5 * Years;
-    Date indexStart = swap_.indexStartDateHint() == Date() ? schedule.dates().front() : swap_.indexStartDateHint();
     if (!indexTerm_.empty()) {
         // if the option has an explicit index term set, we use that
         effectiveIndexTerm_ = parsePeriod(indexTerm_);
     } else {
         // otherwise we derive the index term from the start date (or an externally set hint for that)
-        effectiveIndexTerm_ = QuantExt::implyIndexTerm(indexStart, schedule.dates().back());
+        effectiveIndexTerm_ = QuantExt::implyIndexTerm(swap_.indexStartDateHint() == Date() ? schedule.dates().front()
+                                                                                        : swap_.indexStartDateHint(),
+                                                   schedule.dates().back());
     }
 
-    // for cash settlement build the underlying swap with the inccy discount curve
-    Settlement::Type settleType = parseSettlementType(option_.settlement());
-    cds->setPricingEngine(iCdsEngineBuilder->engine(
-        ccy, creditCurveId, constituentIds, overrideCurve, iCdsOptionEngineBuilder->calibrateUnderlyingCurves(),
-        constituentNtls, swap_.recoveryRate(), settleType == Settlement::Cash));
-
     // Build the option
     auto option = QuantLib::ext::make_shared<QuantExt::IndexCdsOption>(cds, exercise, effectiveStrike_, strikeType, settleType,
                                                                notionals_.tradeDate, notionals_.realisedFep,