QPR-11988 register builder and use delegate builder when used

Author: mgroncki

OREData/ored/portfolio/fxeuropeanbarrieroption.cpp

@@ -62,17 +62,22 @@ void FxEuropeanBarrierOption::build(const QuantLib::ext::shared_ptr<EngineFactor
     Real level = barrier_.levels()[0].value();
     Real rebate = barrier_.rebate();
     QL_REQUIRE(rebate >= 0, "Rebate must be non-negative");
-
-    auto fxEuropeanBarrierOptionBuilder =
-        QuantLib::ext::dynamic_pointer_cast<FxEuropeanBarrierOptionEngineBuilder>(engineFactory->builder(tradeType_));
+    QuantLib::ext::shared_ptr<FxEuropeanBarrierOptionScriptedEngineBuilder> fxEuropeanBarrierOptionBuilder;
+    try {
+        fxEuropeanBarrierOptionBuilder = QuantLib::ext::dynamic_pointer_cast<FxEuropeanBarrierOptionScriptedEngineBuilder>(
+            engineFactory->builder(tradeType_));
+        DLOG("FxEuropeanBarrierOptionScriptedEngineBuilder found for trade " << tradeType_);
+    } catch (...) {
+        // no delegating builder found
+    }
     if (fxEuropeanBarrierOptionBuilder) {
         // We have a delegating builder for this trade
         auto delegatingBuilderTrade_ = fxEuropeanBarrierOptionBuilder->build(this, engineFactory);
         instrument_ = delegatingBuilderTrade_->instrument();
         maturity_ = delegatingBuilderTrade_->maturity();
         npvCurrency_ = delegatingBuilderTrade_->npvCurrency();
         additionalData_ = delegatingBuilderTrade_->additionalData();
-	    requiredFixings_ = delegatingBuilderTrade_->requiredFixings();
+        requiredFixings_ = delegatingBuilderTrade_->requiredFixings();
         setSensitivityTemplate(delegatingBuilderTrade_->sensitivityTemplate());
         addProductModelEngine(delegatingBuilderTrade_->productModelEngine());
 

OREData/ored/portfolio/genericbarrieroption.cpp

@@ -498,7 +498,7 @@ void GenericBarrierOption::build(const QuantLib::ext::shared_ptr<EngineFactory>&
                    "Only CashOrNothing payoff allowed for mulitple underlyings");
 
     std::string payoffType;
-    if (optionData_.payoffType() == "Vanilla" || optionData_.payoffType() == "AssetOrNothing")
+    if (optionData_.payoffType().empty() || optionData_.payoffType() == "Vanilla" || optionData_.payoffType() == "AssetOrNothing")
         payoffType = "0";
     else if (optionData_.payoffType() == "CashOrNothing")
         payoffType = "1";

OREData/ored/utilities/databuilders.cpp

@@ -93,6 +93,7 @@
 #include <ored/portfolio/builders/fxdigitaloption.hpp>
 #include <ored/portfolio/builders/fxdoublebarrieroption.hpp>
 #include <ored/portfolio/builders/fxdoubletouchoption.hpp>
+#include <ored/portfolio/builders/fxeuropeanbarrieroption.hpp>
 #include <ored/portfolio/builders/fxforward.hpp>
 #include <ored/portfolio/builders/fxoption.hpp>
 #include <ored/portfolio/builders/fxtouchoption.hpp>
@@ -548,6 +549,8 @@ void dataBuilders() {
 
     ORE_REGISTER_ENGINE_BUILDER(ScriptedTradeEngineBuilder, false)
     ORE_REGISTER_ENGINE_BUILDER(AsianOptionScriptedEngineBuilder, false)
+    ORE_REGISTER_ENGINE_BUILDER(FxEuropeanBarrierOptionScriptedEngineBuilder, false)
+    ORE_REGISTER_ENGINE_BUILDER(FxBarrierOptionScriptedEngineBuilder, false)
     ORE_REGISTER_ENGINE_BUILDER(RiskParticipationAgreementBlackEngineBuilder, false)
     ORE_REGISTER_ENGINE_BUILDER(RiskParticipationAgreementXCcyBlackEngineBuilder, false)
     ORE_REGISTER_ENGINE_BUILDER(RiskParticipationAgreementSwapLGMGridEngineBuilder, false)