QPR-13668 floating reference date

pcaspers · pcaspers · commit a28ea5f692cf · 2025-11-28T13:02:05.000+01:00
diff --git a/OREData/ored/utilities/marketdata.cpp b/OREData/ored/utilities/marketdata.cpp
@@ -75,7 +75,7 @@ Handle<YieldTermStructure> indexOrYieldCurve(const QuantLib::ext::shared_ptr<Mar
                                              const std::string& configuration) {
     if (name == "NULLCURVE") {
         return Handle<YieldTermStructure>(
-            QuantLib::ext::make_shared<QuantLib::FlatForward>(market->asofDate(), 0.0, Actual365Fixed()));
+            QuantLib::ext::make_shared<QuantLib::FlatForward>(0, NullCalendar(), 0.0, Actual365Fixed()));
     }
     try {
         return market->iborIndex(name, configuration)->forwardingTermStructure();

Original file line number	Diff line number	Diff line change
`@@ -75,7 +75,7 @@ Handle<YieldTermStructure> indexOrYieldCurve(const QuantLib::ext::shared_ptr<Mar`
`75`	`75`	`const std::string& configuration) {`
`76`	`76`	`if (name == "NULLCURVE") {`
`77`	`77`	`return Handle<YieldTermStructure>(`
`78`		`- QuantLib::ext::make_shared<QuantLib::FlatForward>(market->asofDate(), 0.0, Actual365Fixed()));`
	`78`	`+ QuantLib::ext::make_shared<QuantLib::FlatForward>(0, NullCalendar(), 0.0, Actual365Fixed()));`
`79`	`79`	`}`
`80`	`80`	`try {`
`81`	`81`	`return market->iborIndex(name, configuration)->forwardingTermStructure();`