QPR-12014 we can loop over fewer keys here

pcaspers · jenkins · commit b5d8120086ca · 2024-01-23T12:12:56.000Z
diff --git a/OREAnalytics/orea/engine/zerotoparcube.cpp b/OREAnalytics/orea/engine/zerotoparcube.cpp
@@ -104,7 +104,7 @@ map<RiskFactorKey, Real> ZeroToParCube::parDeltas(QuantLib::Size cubeIdx, QuantL
     }
 
     // Add non-zero deltas that do not need to be converted from underlying zero cube
-    for (const auto& f : zeroCube->factors()) {
+    for (const auto& f : rkeys) {
         if (!ParSensitivityAnalysis::isParType(f.keytype) || typesDisabled_.count(f.keytype) == 1) {
             Real delta = zeroCube->delta(tradeIdx, f);
             if (!close(delta, 0.0)) {

Original file line number	Diff line number	Diff line change
`@@ -104,7 +104,7 @@ map<RiskFactorKey, Real> ZeroToParCube::parDeltas(QuantLib::Size cubeIdx, QuantL`
`104`	`104`	`}`
`105`	`105`
`106`	`106`	`// Add non-zero deltas that do not need to be converted from underlying zero cube`
`107`		`- for (const auto& f : zeroCube->factors()) {`
	`107`	`+ for (const auto& f : rkeys) {`
`108`	`108`	`if (!ParSensitivityAnalysis::isParType(f.keytype) \|\| typesDisabled_.count(f.keytype) == 1) {`
`109`	`109`	`Real delta = zeroCube->delta(tradeIdx, f);`
`110`	`110`	`if (!close(delta, 0.0)) {`