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Commit f0922bb

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author
Damien Barker
committed
QPR-13711 unneeded changes
1 parent 2d5c702 commit f0922bb

2 files changed

Lines changed: 1 addition & 3 deletions

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OREAnalytics/orea/engine/parsensitivityinstrumentbuilder.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -175,7 +175,7 @@ void ParSensitivityInstrumentBuilder::createParInstruments(
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SensitivityScenarioData::CurveShiftParData data =
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*QuantLib::ext::dynamic_pointer_cast<SensitivityScenarioData::CurveShiftParData>(c.second);
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LOG("ParSensitivityAnalysis: Discount curve ccy=" << ccy);
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Size n_ten = data.shiftTenors.size();
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Size n_ten = data.shiftTenors.size();
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QL_REQUIRE(data.parInstruments.size() == n_ten,
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"ParSensitivityInstrumentBuilder::createParInstruments(): number of tenors does not match "
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"number of discount curve par instruments, "

OREAnalytics/orea/engine/parsensitivityinstrumentbuilder.hpp

Lines changed: 0 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -58,8 +58,6 @@ class ParSensitivityInstrumentBuilder {
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std::map<ore::analytics::RiskFactorKey, std::set<ore::analytics::RiskFactorKey>> parHelperDependencies_;
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// ql index names for which we want to remove today's fixing for the purpose of the par sensi calculation
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std::set<std::string> removeTodaysFixingIndices_;
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// a vector of keys for which we can build par instruments
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std::vector<RiskFactorKey> parKeys_;
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};
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ParSensitivityInstrumentBuilder() = default;

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