Skip to content

Commit c40ce2f

Browse files
mgronckijenkins
authored andcommitted
QPR-11991 add missing ScheduleProductClass for CommodityDigitalOption and CommodityPosition
1 parent 2e75b2d commit c40ce2f

1 file changed

Lines changed: 2 additions & 0 deletions

File tree

OREAnalytics/orea/simm/simmconfiguration.cpp

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -232,9 +232,11 @@ const map<string, SimmConfiguration::ProductClass> tradeScheduleProductClassMap
232232
{"CommodityAveragePriceOption", SimmConfiguration::ProductClass::Commodity},
233233
{"CommodityBasketOption", SimmConfiguration::ProductClass::Commodity},
234234
{"CommodityDigitalAveragePriceOption", SimmConfiguration::ProductClass::Commodity},
235+
{"CommodityDigitalOption", SimmConfiguration::ProductClass::Commodity},
235236
{"CommodityForward", SimmConfiguration::ProductClass::Commodity},
236237
{"CommodityOption", SimmConfiguration::ProductClass::Commodity},
237238
{"CommodityOptionStrip", SimmConfiguration::ProductClass::Commodity},
239+
{"CommodityPosition", SimmConfiguration::ProductClass::Commodity},
238240
{"CommodityRainbowOption", SimmConfiguration::ProductClass::Commodity},
239241
{"CommodityWorstOfBasketSwap", SimmConfiguration::ProductClass::Commodity},
240242
{"CommoditySpreadOption", SimmConfiguration::ProductClass::Commodity},

0 commit comments

Comments
 (0)