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OREAnalytics/orea/aggregation/postprocess.hpp
@@ -167,7 +167,7 @@ class PostProcess {
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//! If set to true, cash flows in the margin period of risk are ignored in the collateral modelling
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bool withMporStickyDate = false,
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//! Treatment of cash flows over the margin period of risk
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- const MporCashFlowMode mporCashFlowMode = MporCashFlowMode::NonePay);
+ const MporCashFlowMode mporCashFlowMode = MporCashFlowMode::Unspecified);
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void setDimCalculator(boost::shared_ptr<DynamicInitialMarginCalculator> dimCalculator) {
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dimCalculator_ = dimCalculator;
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