bugfixes

Author: mgroncki

OREAnalytics/orea/engine/decomposedsensitivitystream.cpp

@@ -159,7 +159,7 @@ double DecomposedSensitivityStream::fxRiskShiftSize(const std::string ccy) const
     auto fxpair = ccy + baseCurrency_;
     auto fxShiftSizeIt = ssd_->fxShiftData().find(fxpair);
     QL_REQUIRE(fxShiftSizeIt != ssd_->fxShiftData().end(), "Couldn't find shiftsize for " << fxpair);
-    QL_REQUIRE(fxShiftSizeIt->second.shiftType == "Relative",
+    QL_REQUIRE(fxShiftSizeIt->second.shiftType == ore::analytics::ShiftType::Relative,
                "Requires a relative fxSpot shift for index decomposition");
     return fxShiftSizeIt->second.shiftSize;
 }
@@ -179,7 +179,7 @@ DecomposedSensitivityStream::fxRiskShiftSizes(const std::map<std::string, std::v
 double DecomposedSensitivityStream::assetSpotShiftSize(const std::string name) const {
     auto eqShiftSizeIt = ssd_->equityShiftData().find(name);
     QL_REQUIRE(eqShiftSizeIt != ssd_->equityShiftData().end(), "Couldn't find a shift size for " << name);
-    QL_REQUIRE(eqShiftSizeIt->second.shiftType == "Relative",
+    QL_REQUIRE(eqShiftSizeIt->second.shiftType == ore::analytics::ShiftType::Relative,
                "Requires a relative eqSpot shift for index decomposition");
     return eqShiftSizeIt->second.shiftSize;
 }

OREData/ored/portfolio/commodityposition.cpp

@@ -145,7 +145,7 @@ std::map<AssetClass, std::set<std::string>>
 CommodityPosition::underlyingIndices(const boost::shared_ptr<ReferenceDataManager>& referenceDataManager) const {
     std::map<AssetClass, std::set<std::string>> result;
     for (auto const& u : data_.underlyings()) {
-        result[AssetClass::EQ].insert(u.name());
+        result[AssetClass::COM].insert(u.name());
     }
     return result;
 }

OREData/ored/portfolio/referencedata.cpp

@@ -603,7 +603,7 @@ void BasicReferenceDataManager::check(const string& type, const string& id, cons
 
 }
 
-bool BasicReferenceDataManager::hasData(const string& type, const string& id, const QuantLib::Date& asof) const {
+bool BasicReferenceDataManager::hasData(const string& type, const string& id, const QuantLib::Date& asof) {
     Date asofDate = asof;
     if (asofDate == QuantLib::Null<QuantLib::Date>()) {
         asofDate = Settings::instance().evaluationDate();

OREData/ored/portfolio/referencedata.hpp

@@ -470,7 +470,7 @@ class ReferenceDataManager {
 public:
     virtual ~ReferenceDataManager() {}
     virtual bool hasData(const string& type, const string& id,
-                         const QuantLib::Date& asof = QuantLib::Null<QuantLib::Date>()) const = 0;
+                         const QuantLib::Date& asof = QuantLib::Null<QuantLib::Date>()) = 0;
     virtual boost::shared_ptr<ReferenceDatum>
     getData(const string& type, const string& id, const QuantLib::Date& asof = QuantLib::Null<QuantLib::Date>()) = 0;
     virtual void add(const boost::shared_ptr<ReferenceDatum>& referenceDatum) = 0;
@@ -494,7 +494,7 @@ class BasicReferenceDataManager : public ReferenceDataManager, public XMLSeriali
     void clear() { data_.clear(); }
 
     bool hasData(const string& type, const string& id,
-                 const QuantLib::Date& asof = QuantLib::Null<QuantLib::Date>()) const override;
+                 const QuantLib::Date& asof = QuantLib::Null<QuantLib::Date>()) override;
     boost::shared_ptr<ReferenceDatum> getData(const string& type, const string& id,
                                               const QuantLib::Date& asof = QuantLib::Null<QuantLib::Date>()) override;
     void add(const boost::shared_ptr<ReferenceDatum>& referenceDatum) override;