QPR-12488 fix

Author: pcaspers

OREData/ored/model/inflation/infdkbuilder.cpp

@@ -333,10 +333,18 @@ void InfDkBuilder::buildCapFloorBasket() const {
 
             Real tteFromBase = infVol_->timeFromBase(expiryDate);
 
-            Real marketPrem = dontCalibrate_ || tte <= 0 || tteFromBase <= 0 ? 0.00 : cf->NPV();
+            Real marketPrem;
+            if (dontCalibrate_)
+                marketPrem = 0.1;
+            else if (tte <= 0 || tteFromBase <= 0)
+                marketPrem = 0.00;
+            else
+                marketPrem = cf->NPV();
+
             QuantLib::ext::shared_ptr<QuantExt::CpiCapFloorHelper> helper =
                 QuantLib::ext::make_shared<QuantExt::CpiCapFloorHelper>(capfloor, baseCPI, expiryDate, fixCalendar, bdc,
-                                                                fixCalendar, bdc, strikeValue, hIndex, lag, marketPrem);
+                                                                        fixCalendar, bdc, strikeValue, hIndex, lag,
+                                                                        marketPrem);
 
             // we might produce duplicate expiry times even if the fixing dates are all different
             if (marketPrem > 0.0 && tte > 0 && tteFromBase > 0 &&