QPR-11988 fix script engine for fx barrier

Author: mgroncki

OREData/ored/portfolio/builders/fxbarrieroption.cpp

@@ -38,7 +38,7 @@ QuantLib::ext::shared_ptr<ore::data::Trade> FxBarrierOptionScriptedEngineBuilder
     std::string startDate = fxKiKoBarrierOption->startDate();
     std::string exerciseDate = optionData.exerciseDates().front();
 
-    ScheduleRules rule(startDate, exerciseDate, "1D", fxKiKoBarrierOption->calendar(), "Following", "Following", "Backward");
+    ScheduleRules rule(startDate, exerciseDate, "1D", fxKiKoBarrierOption->calendar(), "Following", "Unadjusted", "Backward");
     ScheduleData barrierMonitoringDates(rule);
 
     //! Empty transatlantic barrier
@@ -67,7 +67,7 @@ QuantLib::ext::shared_ptr<ore::data::Trade> FxBarrierOptionScriptedEngineBuilder
     std::vector<BarrierData> barriers = fxKiKoBarrierOption->barriers();
     auto barrierOption = QuantLib::ext::make_shared<GenericBarrierOption>(
         underlying, optionData, barriers, barrierMonitoringDates, transatlanticBarrier, domesticCurrency,
-        to_string(paymentDate), to_string(qty), to_string(strike), "", "");
+        to_string(paymentDate), to_string(qty), to_string(strike), "", "KoAlways");
 
     barrierOption->build(engineFactory);
     return barrierOption;

OREData/ored/portfolio/fxkikobarrieroption.cpp

@@ -85,12 +85,11 @@ void FxKIKOBarrierOption::build(const QuantLib::ext::shared_ptr<EngineFactory>&
     QL_REQUIRE(!barriers_[0].overrideTriggered() && !barriers_[1].overrideTriggered(),
                "FxKIKOBarrierOption::build(): OverrideTriggered not supported by this instrument type.");
 
-    QuantLib::ext::shared_ptr<EngineBuilder> builder = engineFactory->builder("FxOption");
-    QL_REQUIRE(builder, "No FxOption builder found");
+    
     QuantLib::ext::shared_ptr<FxBarrierOptionScriptedEngineBuilder> fxEuropeanBarrierOptionBuilder;
     try {
         fxEuropeanBarrierOptionBuilder = QuantLib::ext::dynamic_pointer_cast<FxBarrierOptionScriptedEngineBuilder>(
-            engineFactory->builder(tradeType_));
+            engineFactory->builder("FxBarrierOption"));
         DLOG("FxEuropeanBarrierOptionScriptedEngineBuilder found for trade " << tradeType_);
     } catch (...) {
         // no delegating builder found
@@ -110,7 +109,8 @@ void FxKIKOBarrierOption::build(const QuantLib::ext::shared_ptr<EngineFactory>&
 
         return;
     }
-
+    QuantLib::ext::shared_ptr<EngineBuilder> builder = engineFactory->builder("FxOption");
+    QL_REQUIRE(builder, "No FxOption builder found");
 
     Currency boughtCcy = parseCurrency(boughtCurrency_);
     Currency soldCcy = parseCurrency(soldCurrency_);