Merge branch 'feature/QPR-13674' into 'master'

QPR-13674 init notional and catch failing ref data call

Closes QPR-13674

See merge request qs/oreplus!3052

Author: Sebastien Bouvard

OREData/ored/portfolio/bondtotalreturnswap.cpp

@@ -83,14 +83,14 @@ void BondTRS::build(const QuantLib::ext::shared_ptr<EngineFactory>& engineFactor
 
     QuantLib::ext::shared_ptr<BondIndex> bondIndex;
 
-    auto bondType = getBondReferenceDatumType(bondData_.securityId(), engineFactoryOverride->referenceData());
-
     BondIndexBuilder bondIndexBuilder;
 
     Real bondNotional = bondData_.bondNotional();
 
     try {
 
+        auto bondType = getBondReferenceDatumType(bondData_.securityId(), engineFactoryOverride->referenceData());
+
         if (bondType.empty() || bondType == BondReferenceDatum::TYPE) {
 
             // vanilla bond underlying
@@ -123,6 +123,7 @@ void BondTRS::build(const QuantLib::ext::shared_ptr<EngineFactory>& engineFactor
         // try to fill some fields for trade matching purposes although the trade build itself failed already
         npvCurrency_ = fundingLegData_.currency();
         notionalCurrency_ = bondData_.currency();
+        notional_ = 1.0;
         for (auto const& d : bondData_.coupons()) {
             try {
                 auto s = makeSchedule(d.schedule());