QPR-12236 mark additional fixings for trs as optional

Author: mgroncki

OREData/ored/portfolio/trs.cpp

@@ -603,10 +603,10 @@ void TRS::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
                             --currentIdx;
                         Date fixingDate = valuationDates[currentIdx];
                         for (auto const& [n, _] : indexNamesAndQty)
-                            requiredFixings_.addFixingDate(fixingDate, n, cpn->date());
+                            requiredFixings_.addFixingDate(fixingDate, n, cpn->date(), false, false);
                         for (auto const& n : fxIndices) {
                             requiredFixings_.addFixingDate(n.second->fixingCalendar().adjust(fixingDate, Preceding),
-                                                           n.first, cpn->date());
+                                                           n.first, cpn->date(), false, false);
                         }
                     }
                 }