We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
1 parent 8c49eff commit ca938ddCopy full SHA for ca938dd
1 file changed
OREData/ored/portfolio/cashflowutils.cpp
@@ -341,7 +341,7 @@ TradeCashflowReportData getCashflowReportData(
341
if (amount != Null<Real>())
342
effectiveAmount = amount * multiplier;
343
344
- discountFactor = ptrFlow->hasOccurred(asof) ? 0.0 : discountCurveCcy->discount(payDate);
+ discountFactor = payDate < asof ? 0.0 : discountCurveCcy->discount(payDate);
345
if (effectiveAmount != Null<Real>())
346
presentValue = discountFactor * effectiveAmount;
347
try {
0 commit comments