QPR-13790 Improve Error message Inputs VaR/Corr

Author: sebastien.bouvard

OREAnalytics/orea/app/analytics/correlationanalytic.cpp

@@ -80,6 +80,7 @@ void CorrelationAnalyticImpl::runAnalytic(const QuantLib::ext::shared_ptr<ore::d
 void CorrelationAnalyticImpl::setCorrelationReport(const QuantLib::ext::shared_ptr<ore::data::InMemoryLoader>& loader) {
 
     LOG("Build Correlation Calculator");
+    QL_REQUIRE(inputs_->benchmarkVarPeriod()!=std::string(), "BenchmarkVarPeriod Required.");
     TimePeriod benchmarkVarPeriod(parseListOfValues<Date>(inputs_->benchmarkVarPeriod(), &parseDate),
                                       inputs_->mporDays(), inputs_->mporCalendar());
 
@@ -98,6 +99,8 @@ void CorrelationAnalyticImpl::setCorrelationReport(const QuantLib::ext::shared_p
         *analytic()->configurations().todaysMarketParams, inputs_->continueOnError(), false, true,
         inputs_->allowPartialScenarios(), inputs_->iborFallbackConfig(), false, nullptr);
 
+    QL_REQUIRE(inputs_->scenarioReader(), "ScenarioReader Required.");
+    
     auto scenarios = buildHistoricalScenarioGenerator(
         inputs_->scenarioReader(), adjFactors, benchmarkVarPeriod, inputs_->mporCalendar(), inputs_->mporDays(),
         analytic()->configurations().simMarketParams, analytic()->configurations().todaysMarketParams,

OREAnalytics/orea/app/analytics/varanalytic.cpp

@@ -103,6 +103,7 @@ void ParametricVarAnalyticImpl::setVarReport(const QuantLib::ext::shared_ptr<ore
             varParams, inputs_->getVarSalvagingAlgorithm(), QuantLib::ext::nullopt, std::move(sensiArgs),
             inputs_->varBreakDown(), inputs_->useAtParCouponsCurves(), inputs_->useAtParCouponsTrades());
     } else {
+        QL_REQUIRE(inputs_->benchmarkVarPeriod()!=std::string(), "BenchmarkVarPeriod Required.");
         TimePeriod benchmarkVarPeriod(parseListOfValues<Date>(inputs_->benchmarkVarPeriod(), &parseDate),
                                       inputs_->mporDays(), inputs_->mporCalendar());
 
@@ -112,6 +113,8 @@ void ParametricVarAnalyticImpl::setVarReport(const QuantLib::ext::shared_ptr<ore
 
         auto defaultReturnConfig = QuantLib::ext::make_shared<ReturnConfiguration>();
 
+        QL_REQUIRE(inputs_->scenarioReader(), "ScenarioReader Required.");
+
         auto scenarios = buildHistoricalScenarioGenerator(
             inputs_->scenarioReader(), adjFactors, benchmarkVarPeriod, inputs_->mporCalendar(), inputs_->mporDays(),
             analytic()->configurations().simMarketParams, analytic()->configurations().todaysMarketParams,
@@ -159,6 +162,7 @@ void HistoricalSimulationVarAnalyticImpl::setVarReport(
     const QuantLib::ext::shared_ptr<ore::data::InMemoryLoader>& loader) {
 
     LOG("Build VaR calculator");
+    QL_REQUIRE(inputs_->benchmarkVarPeriod()!=std::string(), "BenchmarkVarPeriod Required.");
     TimePeriod benchmarkVarPeriod(parseListOfValues<Date>(inputs_->benchmarkVarPeriod(), &parseDate), inputs_->mporDays(), inputs_->mporCalendar());
 
     QuantLib::ext::shared_ptr<ore::data::AdjustmentFactors> adjFactors;
@@ -167,6 +171,8 @@ void HistoricalSimulationVarAnalyticImpl::setVarReport(
 
     auto defaultReturnConfig = QuantLib::ext::make_shared<ReturnConfiguration>();
 
+    QL_REQUIRE(inputs_->scenarioReader(), "ScenarioReader Required.");
+
     auto scenarios = buildHistoricalScenarioGenerator(
         inputs_->scenarioReader(), adjFactors, benchmarkVarPeriod, inputs_->mporCalendar(), inputs_->mporDays(),
         analytic()->configurations().simMarketParams, analytic()->configurations().todaysMarketParams,