QPR-12569 adjust pay date if calendar and convention are given

mgroncki · jenkins · commit e2d5d277cfb2 · 2024-06-11T16:18:09.000Z
diff --git a/OREData/ored/portfolio/legdata.cpp b/OREData/ored/portfolio/legdata.cpp
@@ -942,7 +942,9 @@ Leg makeSimpleLeg(const LegData& data) {
     Leg leg;
     for (Size i = 0; i < dates.size(); i++) {
         Date d = parseDate(dates[i]);
-        leg.push_back(QuantLib::ext::shared_ptr<CashFlow>(new SimpleCashFlow(amounts[i], d)));
+        if (!data.paymentCalendar().empty() && !data.paymentConvention().empty())
+            d = parseCalendar(data.paymentCalendar()).adjust(d, parseBusinessDayConvention(data.paymentConvention()));
+        leg.push_back(QuantLib::ext::make_shared<SimpleCashFlow>(amounts[i], d));
     }
     return leg;
 }

Original file line number	Diff line number	Diff line change
`@@ -942,7 +942,9 @@ Leg makeSimpleLeg(const LegData& data) {`
`942`	`942`	`Leg leg;`
`943`	`943`	`for (Size i = 0; i < dates.size(); i++) {`
`944`	`944`	`Date d = parseDate(dates[i]);`
`945`		`- leg.push_back(QuantLib::ext::shared_ptr<CashFlow>(new SimpleCashFlow(amounts[i], d)));`
	`945`	`+ if (!data.paymentCalendar().empty() && !data.paymentConvention().empty())`
	`946`	`+ d = parseCalendar(data.paymentCalendar()).adjust(d, parseBusinessDayConvention(data.paymentConvention()));`
	`947`	`+ leg.push_back(QuantLib::ext::make_shared<SimpleCashFlow>(amounts[i], d));`
`946`	`948`	`}`
`947`	`949`	`return leg;`
`948`	`950`	`}`