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Commit b0fcb12

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mgronckijenkins
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clean up
1 parent 67ef9c2 commit b0fcb12

1 file changed

Lines changed: 3 additions & 4 deletions

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OREData/ored/portfolio/commodityoptionstrip.cpp

Lines changed: 3 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -74,8 +74,8 @@ CommodityOptionStrip::CommodityOptionStrip(const Envelope& envelope, const LegDa
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callBarrierData_(callBarrierData), putBarrierData_(putBarrierData), fxIndex_(fxIndex), isDigital_(isDigital),
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unaryPayoff_(payoffPerUnit) {
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if (!QuantLib::close_enough(premium, 0.0)) {
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QL_REQUIRE(premiumPayDate != Date(), "");
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QL_REQUIRE(!premiumCurrency.empty(), "");
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QL_REQUIRE(premiumPayDate != Date(), "The premium is non-zero so its payment date needs to be provided");
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QL_REQUIRE(!premiumCurrency.empty(), "The premium is non-zero so its currency needs to be provided");
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premiumData_ = PremiumData(premium, premiumCurrency, premiumPayDate);
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}
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}
@@ -338,8 +338,7 @@ void CommodityOptionStrip::buildAPOs(const Leg& leg, const boost::shared_ptr<Eng
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additionalMultipliers.pop_back();
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// Possibly add a premium to the additional instruments and multipliers
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// We expect here that the fee alrea minimal
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// dy has the correct sign
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// We expect here that the fee already has the correct sign
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maturity_ = std::max(maturity_, addPremiums(additionalInstruments, additionalMultipliers, qlInstMult, premiumData_,
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1.0, parseCurrency(legData_.currency()), engineFactory, ""));

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