QPR-11626 correct sign of premium in additional results

mgroncki · jenkins · commit f7386a2c714a · 2023-04-13T14:00:53.000Z
diff --git a/OREData/ored/portfolio/commodityspreadoption.cpp b/OREData/ored/portfolio/commodityspreadoption.cpp
@@ -206,7 +206,7 @@ void CommoditySpreadOption::build(const boost::shared_ptr<ore::data::EngineFacto
     additionalData_["isdaTransaction"] = std::string("");
     if (!optionData_.premiumData().premiumData().empty()) {
         auto premium = optionData_.premiumData().premiumData().front();
-        additionalData_["premiumAmount"] = premium.amount;
+        additionalData_["premiumAmount"] = - bsInd * premium.amount;
         additionalData_["premiumPaymentDate"] = premium.payDate;
         additionalData_["premiumCurrency"] = premium.ccy;
     }

Original file line number	Diff line number	Diff line change
`@@ -206,7 +206,7 @@ void CommoditySpreadOption::build(const boost::shared_ptr<ore::data::EngineFacto`
`206`	`206`	`additionalData_["isdaTransaction"] = std::string("");`
`207`	`207`	`if (!optionData_.premiumData().premiumData().empty()) {`
`208`	`208`	`auto premium = optionData_.premiumData().premiumData().front();`
`209`		`- additionalData_["premiumAmount"] = premium.amount;`
	`209`	`+ additionalData_["premiumAmount"] = - bsInd * premium.amount;`
`210`	`210`	`additionalData_["premiumPaymentDate"] = premium.payDate;`
`211`	`211`	`additionalData_["premiumCurrency"] = premium.ccy;`
`212`	`212`	`}`