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Commit ebe542b

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author
sebastien.bouvard
committed
QPR-13698 Add new scritped trade function to randomastgen
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OREData/ored/scripting/randomastgenerator.cpp

Lines changed: 14 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -570,6 +570,20 @@ struct RandomASTGenerator {
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}
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current = QuantLib::ext::make_shared<VarEvaluationNode>(args);
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break;
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case 26:
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createTerm();
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args.push_back(current);
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createTerm();
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args.push_back(current);
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current = QuantLib::ext::make_shared<FunctionFractionNode>(args);
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break;
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case 27:
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createTerm();
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args.push_back(current);
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createTerm();
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args.push_back(current);
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current = QuantLib::ext::make_shared<FunctionRoundNode>(args);
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break;
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default:
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QL_FAIL("internal error");
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}

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