Skip to content

Commit af2b680

Browse files
Eric Mandolesijenkins
authored andcommitted
QPR-11243: get the info in both todaymarketcalibration and restore results
1 parent be79791 commit af2b680

2 files changed

Lines changed: 5 additions & 4 deletions

File tree

OREData/ored/marketdata/commoditycurve.cpp

Lines changed: 4 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -170,10 +170,11 @@ CommodityCurve::CommodityCurve(const Date& asof, const CommodityCurveSpec& spec,
170170
Handle<PriceTermStructure> pts(commodityPriceCurve_);
171171
commodityIndex_ = parseCommodityIndex(spec_.curveConfigID(), false, pts);
172172

173-
if(buildCalibrationInfo){
174-
calibrationInfo_->commDummyInfo = -1.0;
173+
if (buildCalibrationInfo) {
174+
auto calInfo = boost::make_shared<CommodityCurveCalibrationInfo>();
175+
calInfo->commDummyInfo = -1.0;
176+
calibrationInfo_ = calInfo;
175177
}
176-
177178
} catch (std::exception& e) {
178179
QL_FAIL("commodity curve building failed: " << e.what());
179180
} catch (...) {

OREData/ored/marketdata/todaysmarket.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -727,7 +727,7 @@ void TodaysMarket::buildNode(const std::string& configuration, Node& node) const
727727
<< configuration);
728728
Handle<CommodityIndex> commIdx(itr->second->commodityIndex());
729729
commodityIndices_[make_pair(configuration, node.name)] = commIdx;
730-
calibrationInfo_->commodityCurveCalibrationInfo[commodityCurveSpec->name()] = CommodityCurve().calibrationInfo();
730+
calibrationInfo_->commodityCurveCalibrationInfo[commodityCurveSpec->name()] = itr->second->calibrationInfo();
731731
break;
732732
}
733733

0 commit comments

Comments
 (0)