Skip to content

Commit ea6532e

Browse files
pcaspersjenkins
authored andcommitted
QPR-12831 fix
1 parent ffef420 commit ea6532e

1 file changed

Lines changed: 8 additions & 6 deletions

File tree

OREData/ored/scripting/engines/scriptedinstrumentpricingenginecg.cpp

Lines changed: 8 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -218,12 +218,14 @@ void ScriptedInstrumentPricingEngineCG::calculate() const {
218218

219219
auto const& rv = model_->randomVariates();
220220
if (!rv.empty()) {
221-
if (useExternalComputeFramework_ && newExternalCalc) {
222-
auto gen =
223-
ComputeEnvironment::instance().context().createInputVariates(rv.size(), rv.front().size(), 42);
224-
for (Size k = 0; k < rv.size(); ++k) {
225-
for (Size j = 0; j < rv.front().size(); ++j)
226-
valuesExternal[rv[k][j]] = ExternalRandomVariable(gen[k][j]);
221+
if (useExternalComputeFramework_) {
222+
if (newExternalCalc) {
223+
auto gen =
224+
ComputeEnvironment::instance().context().createInputVariates(rv.size(), rv.front().size(), 42);
225+
for (Size k = 0; k < rv.size(); ++k) {
226+
for (Size j = 0; j < rv.front().size(); ++j)
227+
valuesExternal[rv[k][j]] = ExternalRandomVariable(gen[k][j]);
228+
}
227229
}
228230
} else {
229231
auto gen =

0 commit comments

Comments
 (0)