Add check quotes size matches found market data

kohnech · kohnech · commit fa5d9a5b93d1 · 2023-11-06T14:31:58.000+01:00
diff --git a/OREData/ored/marketdata/yieldcurve.cpp b/OREData/ored/marketdata/yieldcurve.cpp
@@ -948,8 +948,14 @@ void YieldCurve::buildDiscountCurve() {
         }
     }
 
+    // Some logging and checks
     QL_REQUIRE(data.size() > 0, "No market data found for curve spec " << curveSpec_.name() << " with as of date "
                                                                        << io::iso_date(asofDate_));
+    if (!wildcard) {
+        QL_REQUIRE(data.size() == quotes.size(), "Found " << data.size() << " quotes, but "
+                                                          << quotes.size()
+                                                          << " quotes given in config " << curveConfig_->curveID());
+    }
 
     if (data.begin()->first > asofDate_) {
         DLOG("Insert discount curve point at time zero for " << curveSpec_.name());

Original file line number	Diff line number	Diff line change
`@@ -948,8 +948,14 @@ void YieldCurve::buildDiscountCurve() {`
`948`	`948`	`}`
`949`	`949`	`}`
`950`	`950`
	`951`	`+ // Some logging and checks`
`951`	`952`	`QL_REQUIRE(data.size() > 0, "No market data found for curve spec " << curveSpec_.name() << " with as of date "`
`952`	`953`	`<< io::iso_date(asofDate_));`
	`954`	`+ if (!wildcard) {`
	`955`	`+ QL_REQUIRE(data.size() == quotes.size(), "Found " << data.size() << " quotes, but "`
	`956`	`+ << quotes.size()`
	`957`	`+ << " quotes given in config " << curveConfig_->curveID());`
	`958`	`+ }`
`953`	`959`
`954`	`960`	`if (data.begin()->first > asofDate_) {`
`955`	`961`	`DLOG("Insert discount curve point at time zero for " << curveSpec_.name());`