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1 parent 98a35af commit a047343Copy full SHA for a047343
1 file changed
OREAnalytics/orea/engine/zerotoparcube.cpp
@@ -128,6 +128,7 @@ map<RiskFactorKey, Real> ZeroToParCube::parDeltas(const string& tradeId) const {
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for (cubeIdx = 0; cubeIdx < zeroCubes_.size() && tradeIdx == Null<Size>(); ++cubeIdx) {
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try {
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tradeIdx = zeroCubes_[cubeIdx]->npvCube()->getTradeIndex(tradeId);
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+ break;
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} catch (...) {
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}
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