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Commit aae6ca2

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pcaspersjenkins
authored andcommitted
QPR-12297 fixes
1 parent c3382fd commit aae6ca2

1 file changed

Lines changed: 4 additions & 4 deletions

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OREAnalytics/orea/scenario/scenariosimmarketparameters.cpp

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -146,8 +146,8 @@ void ScenarioSimMarketParameters::setDefaults() {
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// Defaults for simulate atm only
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setSimulateFxVolATMOnly(false);
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setSimulateEquityVolATMOnly(false);
149-
setSimulateSwapVolATMOnly(false);
150-
setSimulateCDSVollATMOnly(false);
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simulateSwapVolATMOnly() = false;
150+
setSimulateCdsVolsATMOnly(false);
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// Default interpolation for yield curves
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interpolation_ = "LogLinear";
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extrapolation_ = "FlatFwd";
@@ -666,10 +666,10 @@ bool ScenarioSimMarketParameters::operator==(const ScenarioSimMarketParameters&
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capFloorVolIsAtm_ != rhs.capFloorVolIsAtm_ || capFloorVolDecayMode_ != rhs.capFloorVolDecayMode_ ||
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defaultCurveCalendars_ != rhs.defaultCurveCalendars_ || defaultTenors_ != rhs.defaultTenors_ ||
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defaultCurveExtrapolation_ != rhs.defaultCurveExtrapolation_ || cdsVolExpiries_ != rhs.cdsVolExpiries_ ||
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cdsVolDecayMode_ != rhs.cdsVolDecayMode_ || cdsVolSimulateATMOnly_ != rhs.cdsVolSimulateATMOnly ||
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cdsVolDecayMode_ != rhs.cdsVolDecayMode_ || cdsVolSimulateATMOnly_ != rhs.cdsVolSimulateATMOnly_ ||
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equityDividendTenors_ != rhs.equityDividendTenors_ || fxVolIsSurface_ != rhs.fxVolIsSurface_ ||
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fxVolExpiries_ != rhs.fxVolExpiries_ || fxVolDecayMode_ != rhs.fxVolDecayMode_ ||
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fxVolSimulateATMOnly_ != rhs.fxVolSimulateATMOnly || equityVolExpiries_ != rhs.equityVolExpiries_ ||
672+
fxVolSimulateATMOnly_ != rhs.fxVolSimulateATMOnly_ || equityVolExpiries_ != rhs.equityVolExpiries_ ||
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equityVolDecayMode_ != rhs.equityVolDecayMode_ || equityVolSimulateATMOnly_ != rhs.equityVolSimulateATMOnly_ ||
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equityMoneyness_ != rhs.equityMoneyness_ || equityStandardDevs_ != rhs.equityStandardDevs_ ||
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additionalScenarioDataIndices_ != rhs.additionalScenarioDataIndices_ ||

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