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Commit 93feda9

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author
jenkins
committed
git subrepo pull (merge) ore
subrepo: subdir: "ore" merged: "01de4453b8" upstream: origin: "git@gitlab.acadiasoft.net:qs/ore.git" branch: "master" commit: "335397c300" git-subrepo: version: "0.4.6" origin: "https://github.com/ingydotnet/git-subrepo" commit: "73a0129"
2 parents 20a1153 + 335397c commit 93feda9

9 files changed

Lines changed: 610 additions & 227 deletions

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CMakePresets.json

Lines changed: 42 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -186,6 +186,20 @@
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"rhs": "Linux"
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}
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},
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{
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"name": "apple-arm64-base",
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"hidden": true,
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"binaryDir": "${sourceDir}/build/${presetName}",
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"architecture": {
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"value": "arm64",
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"strategy": "external"
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},
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"condition": {
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"type": "equals",
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"lhs": "${hostSystemName}",
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"rhs": "Darwin"
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}
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},
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{
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"name": "_release",
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"hidden": true,
@@ -204,7 +218,7 @@
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"name": "_relwithdebinfo",
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"hidden": true,
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"cacheVariables": {
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"CMAKE_BUILD_TYPE": "RelWithDebInfo"
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"CMAKE_BUILD_TYPE": "RelWithDebInfo"
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}
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},
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{
@@ -288,6 +302,33 @@
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"_ninja",
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"_relwithdebinfo"
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]
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},
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{
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"name": "apple-arm64-ninja-debug",
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"description": "Apple M series preset Debug",
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"inherits": [
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"apple-arm64-base",
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"_ninja",
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"_debug"
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]
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},
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{
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"name": "apple-arm64-ninja-release",
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"description": "Apple M series preset Release",
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"inherits": [
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"apple-arm64-base",
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"_ninja",
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"_release"
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]
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},
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{
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"name": "apple-arm64-ninja-relwithdebinfo",
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"description": "Apple M series preset RelWithDebInfo",
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"inherits": [
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"apple-arm64-base",
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"_ninja",
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"_relwithdebinfo"
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]
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}
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],
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"buildPresets": [

OREAnalytics/orea/app/oreapp.cpp

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -1482,8 +1482,9 @@ void OREAppInputParameters::loadParameters() {
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setWriteScenarios(true);
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tmp = params_->get("simulation", "xvaCgBumpSensis", false);
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if (tmp != "")
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setXvaCgBumpSensis(parseBool(tmp));
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if (tmp != "")
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setXvaCgBumpSensis(parseBool(tmp));
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}
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/**********************

OREData/ored/scripting/computationgraphbuilder.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1205,7 +1205,7 @@ class ASTRunner : public AcyclicVisitor,
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// if observation date is in the future, the answer is always zero
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std::size_t node;
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if (obs > model_->referenceDate()) {
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value.push(RandomVariable(model_->size(), 0));
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value.push(RandomVariable(model_->size(), 0.0));
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node = cg_const(g_, 0.0);
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} else {
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// otherwise check whether a fixing is present in the historical time series

OREData/ored/scripting/scriptengine.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -918,7 +918,7 @@ class ASTRunner : public AcyclicVisitor,
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std::string und = QuantLib::ext::get<IndexVec>(underlying).value;
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// if observation date is in the future, the answer is always zero
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if (obs > model_->referenceDate())
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value.push(RandomVariable(model_->size(), 0));
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value.push(RandomVariable(model_->size(), 0.0));
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else {
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// otherwise check whether a fixing is present in the historical time series
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TimeSeries<Real> series = IndexManager::instance().getHistory(IndexInfo(und).index()->name());

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