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pcaspersjenkins
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QPR-12028 fix label
1 parent 42ae209 commit af3987a

1 file changed

Lines changed: 2 additions & 2 deletions

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OREData/ored/scripting/models/lgmcg.cpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -80,12 +80,12 @@ std::size_t LgmCG::reducedDiscountBond(const Date& d, Date e, const std::size_t
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if (n = cg_var(g_, id, ComputationGraph::VarDoesntExist::Nan), n == ComputationGraph::nan) {
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auto p = p_;
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// Date ds = getSloppyDate(d, sloppySimDates_, effSimDates_);
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Date es = getSloppyDate(e, sloppySimDates_, effSimDates_);
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// Date es = getSloppyDate(e, sloppySimDates_, effSimDates_);
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Real t = p()->termStructure()->timeFromReference(d);
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Real T = p()->termStructure()->timeFromReference(e);
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// Real ts = p()->termStructure()->timeFromReference(ds);
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// Real Ts = p()->termStructure()->timeFromReference(es);
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std::string id_P0T = "__dsc_" + ore::data::to_string(es) + "_" + discountCurveId;
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std::string id_P0T = "__dsc_" + ore::data::to_string(e) + "_" + discountCurveId;
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std::string id_H = "__lgm_" + qualifier_ + "_H_" + ore::data::to_string(e);
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std::string id_zeta = "__lgm_" + qualifier_ + "_zeta_" + ore::data::to_string(d);
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std::size_t H = addModelParameter(g_, modelParameters_, id_H, [p, T] { return p()->H(T); });

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