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Merged in rg_fix_simmm_crash_in_valuation (pull request #530)

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Fixes bug when valuation run on only one trade in the portfolio
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Richard Green 2016-11-22 17:25:20 +00:00
commit 1f148cfc95
1 changed files with 2 additions and 1 deletions
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samples/simm-valuation-demo/src/main/kotlin/net/corda/vega/analytics/OGStub.kt
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@ -34,7 +34,8 @@ class IsdaConfiguration {
object BimmAnalysisUtils { object BimmAnalysisUtils {
fun computeMargin(combinedRatesProvider: ImmutableRatesProvider?, normalizer: PortfolioNormalizer, calculatorTotal: RwamBimmNotProductClassesCalculator, fun computeMargin(combinedRatesProvider: ImmutableRatesProvider?, normalizer: PortfolioNormalizer, calculatorTotal: RwamBimmNotProductClassesCalculator,
first: CurrencyParameterSensitivities, second: MultiCurrencyAmount): Triple<Double, Double, Double> { first: CurrencyParameterSensitivities, second: MultiCurrencyAmount): Triple<Double, Double, Double> {
val amount = (second.amounts.reduce { x, y -> x + y }.amount) / 100.0 // Not to be used for financial purposes...
val amount = second.amounts.map { it.amount }.sum()
return Triple<Double, Double, Double>(amount, 0.0, amount) return Triple<Double, Double, Double>(amount, 0.0, amount)
} }
} }