git subrepo pull (merge) ore

subrepo:
  subdir:   "ore"
  merged:   "2bab064cca"
upstream:
  origin:   "git@gitlab.acadiasoft.net:qs/ore.git"
  branch:   "master"
  commit:   "14d037c909"
git-subrepo:
  version:  "0.4.6"
  origin:   "https://github.com/ingydotnet/git-subrepo"
  commit:   "110b9eb"

Author: jenkins

OREData/ored/portfolio/convertiblebond.cpp

@@ -492,28 +492,32 @@ void ConvertibleBond::build(const boost::shared_ptr<ore::data::EngineFactory>& e
         }
     }
 
-    // for cross currency, add required FX fixings for dividend history
+    // for cross currency, add required FX fixings for conversion and dividend history
 
-    if (fx != nullptr && equity != nullptr) {
+    if (fx != nullptr) {
 
         Date d0 = qlUnderlyingBond->startDate();
         Date d1 = qlUnderlyingBond->maturityDate();
 
         // FIXME, the following only works, if we have the dividends loaded at this point...
-        auto div = equity->dividendFixings();
-        for (auto const& d : div) {
-            if (d.exDate >= d0) {
-                requiredFixings_.addFixingDate(fx->fixingCalendar().adjust(d.exDate, Preceding),
-                                               data_.conversionData().fxIndex());
+        if (equity != nullptr) {
+            auto div = equity->dividendFixings();
+            for (auto const& d : div) {
+                if (d.exDate >= d0) {
+                    requiredFixings_.addFixingDate(fx->fixingCalendar().adjust(d.exDate, Preceding),
+                                                   data_.conversionData().fxIndex());
+                }
             }
         }
 
         Date today = Settings::instance().evaluationDate();
         d0 = std::min(d0, today);
 
         // ...as a workaround, we add all fx fixings from min(today, bond start date) to maturity
+        // -> this also covers the required fx fixings for conversion, so we don't have to add them separately
         for (Date d = d0; d <= d1; ++d) {
-            requiredFixings_.addFixingDate(fx->fixingCalendar().adjust(d, Preceding), data_.conversionData().fxIndex());
+            requiredFixings_.addFixingDate(fx->fixingCalendar().adjust(d, Preceding), data_.conversionData().fxIndex(),
+                                           Date::maxDate(), false, false);
         }
     }