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Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -52,7 +52,6 @@ void FlatDynamicInitialMarginCalculator::build() {
5252 Size stopDatesLoop = datesLoopSize_;
5353 Size samples = cube_->samples ();
5454
55- Size nettingSetCount = 0 ;
5655 if (!inputs_->collateralBalances ()) {
5756 ALOG (" collateral balances not set" );
5857 }
@@ -71,8 +70,6 @@ void FlatDynamicInitialMarginCalculator::build() {
7170 for (Size k = 0 ; k < samples; ++k)
7271 nettingSetDIM_[n][j][k] = currentIM;
7372 }
74-
75- nettingSetCount++;
7673 }
7774 LOG (" DIM by flat extraplation of initial IM done" );
7875}
Original file line number Diff line number Diff line change 1212#include < orea/aggregation/creditsimulationparameters.hpp>
1313#include < orea/aggregation/cvaspreadsensitivitycalculator.hpp>
1414#include < orea/aggregation/dimcalculator.hpp>
15+ #include < orea/aggregation/dimflatcalculator.hpp>
1516#include < orea/aggregation/dimregressioncalculator.hpp>
1617#include < orea/aggregation/dynamiccreditxvacalculator.hpp>
1718#include < orea/aggregation/exposureallocator.hpp>
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