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pcaspersjenkins
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compile error (unused variable), update header
1 parent afc0ba2 commit b3c259b

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Lines changed: 1 addition & 3 deletions

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OREAnalytics/orea/aggregation/dimflatcalculator.cpp

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@@ -52,7 +52,6 @@ void FlatDynamicInitialMarginCalculator::build() {
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Size stopDatesLoop = datesLoopSize_;
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Size samples = cube_->samples();
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Size nettingSetCount = 0;
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if (!inputs_->collateralBalances()) {
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ALOG("collateral balances not set");
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}
@@ -71,8 +70,6 @@ void FlatDynamicInitialMarginCalculator::build() {
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for (Size k = 0; k < samples; ++k)
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nettingSetDIM_[n][j][k] = currentIM;
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}
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nettingSetCount++;
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}
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LOG("DIM by flat extraplation of initial IM done");
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}

OREAnalytics/orea/orea.hpp

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@@ -12,6 +12,7 @@
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#include <orea/aggregation/creditsimulationparameters.hpp>
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#include <orea/aggregation/cvaspreadsensitivitycalculator.hpp>
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#include <orea/aggregation/dimcalculator.hpp>
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#include <orea/aggregation/dimflatcalculator.hpp>
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#include <orea/aggregation/dimregressioncalculator.hpp>
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#include <orea/aggregation/dynamiccreditxvacalculator.hpp>
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#include <orea/aggregation/exposureallocator.hpp>

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