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mgronckijenkins
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QPR-12236 mark additional fixings in trs optional
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Lines changed: 2 additions & 2 deletions

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OREData/ored/portfolio/trs.cpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -581,10 +581,10 @@ void TRS::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
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for (Size j = 0; j < underlying_.size(); ++j) {
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Date fixingDate = underlyingIndex[j]->fixingCalendar().adjust(d, Preceding);
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for (auto const& [n, _] : indexNamesAndQty)
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requiredFixings_.addFixingDate(fixingDate, n, cpn->date());
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requiredFixings_.addFixingDate(fixingDate, n, cpn->date(), false, false);
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for (auto const& n : fxIndices) {
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requiredFixings_.addFixingDate(n.second->fixingCalendar().adjust(fixingDate, Preceding),
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n.first, cpn->date());
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n.first, cpn->date(), false, false);
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}
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}
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}

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