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pcaspersjenkins
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QPR-11649 remove warning that is sometimes not legitimate
The warning is thrown when we try to add (all) sensitivity records of a nettings set to an aggregate set of records that was possibly filtered on risk / margin types.
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OREAnalytics/orea/engine/historicalsensipnlcalculator.cpp

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@@ -51,10 +51,6 @@ void cacheTradeSensitivities(TradeSensiCache& cache, ore::analytics::Sensitivity
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auto itSr = find_if(srs.begin(), srs.end(), [&sr](const SensitivityRecord& other) {
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return sr.key_1 == other.key_1 && sr.key_2 == other.key_2;
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});
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if (itSr == srs.end()) {
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WLOG("Sensitivity record " << sr << " not in aggregate sensitivity records.");
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continue;
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}
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// Positions for the cache keys.
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auto posTrade = distance(tradeIds.begin(), itTrade);

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