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pcaspersjenkins
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QPR-11622 fix premium multiplier
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Lines changed: 3 additions & 3 deletions

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OREData/ored/portfolio/bondoption.cpp

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -119,9 +119,9 @@ void BondOption::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
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std::vector<boost::shared_ptr<Instrument>> additionalInstruments;
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std::vector<Real> additionalMultipliers;
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Date lastPremiumDate =
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addPremiums(additionalInstruments, additionalMultipliers, multiplier, optionData_.premiumData(), -multiplier,
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currency, engineFactory, bondOptionBuilder->configuration(MarketContext::pricing));
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Date lastPremiumDate = addPremiums(additionalInstruments, additionalMultipliers, multiplier,
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optionData_.premiumData(), multiplier > 0.0 ? -1.0 : 1.0, currency,
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engineFactory, bondOptionBuilder->configuration(MarketContext::pricing));
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instrument_.reset(new VanillaInstrument(bondoption, multiplier, additionalInstruments, additionalMultipliers));
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