QPR-12498 fixes

pcaspers · jenkins · commit f19c8d41cbab · 2024-05-08T14:16:18.000Z
diff --git a/OREData/ored/model/lgmdata.cpp b/OREData/ored/model/lgmdata.cpp
@@ -116,7 +116,7 @@ std::ostream& operator<<(std::ostream& oss, const QuantExt::AnalyticLgmSwaptionE
     else if (m == QuantExt::AnalyticLgmSwaptionEngine::simple)
         oss << "SIMPLE";
     else
-        QL_FAIL("Reversion type not covered");
+        QL_FAIL("FloatSpreadMapping type not covered");
     return oss;
 }
 
diff --git a/OREData/ored/model/lgmdata.hpp b/OREData/ored/model/lgmdata.hpp
@@ -146,7 +146,8 @@ class LgmData : public IrModelData {
     mutable std::vector<std::string> optionExpiries_;
     mutable std::vector<std::string> optionTerms_;
     mutable std::vector<std::string> optionStrikes_;
-    QuantExt::AnalyticLgmSwaptionEngine::FloatSpreadMapping floatSpreadMapping_;
+    QuantExt::AnalyticLgmSwaptionEngine::FloatSpreadMapping floatSpreadMapping_ =
+        QuantExt::AnalyticLgmSwaptionEngine::proRata;
 };
 
 //! Enum parsers

Original file line number	Diff line number	Diff line change
`@@ -116,7 +116,7 @@ std::ostream& operator<<(std::ostream& oss, const QuantExt::AnalyticLgmSwaptionE`
`116`	`116`	`else if (m == QuantExt::AnalyticLgmSwaptionEngine::simple)`
`117`	`117`	`oss << "SIMPLE";`
`118`	`118`	`else`
`119`		`- QL_FAIL("Reversion type not covered");`
	`119`	`+ QL_FAIL("FloatSpreadMapping type not covered");`
`120`	`120`	`return oss;`
`121`	`121`	`}`
`122`	`122`