QPR-13698 Capture Size in Lambda

Author: sebastien.bouvard

QuantExt/qle/math/randomvariable_ops.cpp

@@ -309,12 +309,12 @@ std::vector<RandomVariableGrad> getRandomVariableGradients(const Size size, cons
                        const Size node) -> std::vector<RandomVariable> { return {-(*args[0]) * *v}; });
 
     // Frac = 19
-    grads.push_back([](const std::vector<const RandomVariable*>& args, const RandomVariable* v,
-                       const Size node) -> std::vector<RandomVariable> { return {QuantExt::frac(RandomVariable(1))}; });
+    grads.push_back([size](const std::vector<const RandomVariable*>& args, const RandomVariable* v,
+                       const Size node) -> std::vector<RandomVariable> { return {QuantExt::frac(RandomVariable(size, 1.0))}; });
 
     // Round = 20
-    grads.push_back([](const std::vector<const RandomVariable*>& args, const RandomVariable* v,
-                       const Size node) -> std::vector<RandomVariable> { return {QuantExt::round(RandomVariable(0),RandomVariable(0))}; });
+    grads.push_back([size](const std::vector<const RandomVariable*>& args, const RandomVariable* v,
+                       const Size node) -> std::vector<RandomVariable> { return {QuantExt::round(RandomVariable(size, 0.0), RandomVariable(size, 0.0))}; });
 
     return grads;
 }