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Commit eddc0a9

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author
jenkins
committed
git subrepo pull (merge) ore
subrepo: subdir: "ore" merged: "9d9d8d0c09" upstream: origin: "git@gitlab.acadiasoft.net:qs/ore.git" branch: "master" commit: "7c031c49b0" git-subrepo: version: "0.4.6" origin: "https://github.com/ingydotnet/git-subrepo" commit: "73a0129"
2 parents d488650 + 7c031c4 commit eddc0a9

2 files changed

Lines changed: 2 additions & 2 deletions

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OREAnalytics/orea/aggregation/dimflatcalculator.cpp

Lines changed: 1 addition & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -49,7 +49,6 @@ const vector<Real>& FlatDynamicInitialMarginCalculator::dimResults(const std::st
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void FlatDynamicInitialMarginCalculator::build() {
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LOG("FlatDynamicInitialMarginCalculator:build() called");
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Size stopDatesLoop = datesLoopSize_;
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Size samples = cube_->samples();
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if (!inputs_->collateralBalances()) {
@@ -65,7 +64,7 @@ void FlatDynamicInitialMarginCalculator::build() {
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LOG("Found initial margin balance " << currentIM << " for netting set " << n);
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}
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for (Size j = 0; j < stopDatesLoop; ++j) {
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for (Size j = 0; j < cube_->dates().size(); ++j) {
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nettingSetExpectedDIM_[n][j] = currentIM;
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for (Size k = 0; k < samples; ++k)
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nettingSetDIM_[n][j][k] = currentIM;

OREData/ored/portfolio/compositetrade.cpp

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -38,6 +38,7 @@ void CompositeTrade::build(const QuantLib::ext::shared_ptr<EngineFactory>& engin
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fxRates_.clear();
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fxRatesNotional_.clear();
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legs_.clear();
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QL_REQUIRE(trades_.size() > 0, "Failed to build composite trade.");
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for (const QuantLib::ext::shared_ptr<Trade>& trade : trades_) {
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trade->reset();

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