From 7443e0009aa63b4b62017a5f3a3941981b5add00 Mon Sep 17 00:00:00 2001 From: Gavin Brennan Date: Thu, 11 Jul 2024 09:57:04 +0100 Subject: [PATCH] Fixes for nulls in PnL cube --- .../Models/AttributionSteps/DeltaFlatSpreadGammaCurveStep.cs | 4 ++-- src/Qwack.Models/Models/AttributionSteps/TimeRollStep.cs | 2 +- version.props | 2 +- version.txt | 2 +- 4 files changed, 5 insertions(+), 5 deletions(-) diff --git a/src/Qwack.Models/Models/AttributionSteps/DeltaFlatSpreadGammaCurveStep.cs b/src/Qwack.Models/Models/AttributionSteps/DeltaFlatSpreadGammaCurveStep.cs index edd862ff..c5e8c11c 100644 --- a/src/Qwack.Models/Models/AttributionSteps/DeltaFlatSpreadGammaCurveStep.cs +++ b/src/Qwack.Models/Models/AttributionSteps/DeltaFlatSpreadGammaCurveStep.cs @@ -99,8 +99,8 @@ public class DeltaFlatSpreadGammaCurveStep(bool ignoreGamma = false) : IPnLAttri { Step, "AssetCurves" }, { SubStep, curveName }, { SubSubStep, "GammaFlat" }, - { PointLabel, r.MetaData[r_plIx] }, - { "PointDate", r.MetaData[r_pdIx] } + { PointLabel, "Flat" }, + { "PointDate", endModel.VanillaModel.BuildDate } }; resultsCube.AddRow(row, explained); diff --git a/src/Qwack.Models/Models/AttributionSteps/TimeRollStep.cs b/src/Qwack.Models/Models/AttributionSteps/TimeRollStep.cs index 52355f0f..444c0d6d 100644 --- a/src/Qwack.Models/Models/AttributionSteps/TimeRollStep.cs +++ b/src/Qwack.Models/Models/AttributionSteps/TimeRollStep.cs @@ -87,7 +87,7 @@ public class TimeRollStep(ICurrencyProvider currencyProvider, IFutureSettingsPro { TradeId, r.MetaData[tidIx] }, { TradeType, r.MetaData[tTypeIx] }, { Step, "Fixings" }, - { SubStep, fixingDictName }, + { SubStep, fixingDictName ?? "Unknown" }, { SubSubStep, string.Empty }, { PointLabel, string.Empty }, { "PointDate", endModel.VanillaModel.BuildDate } diff --git a/version.props b/version.props index 5655050a..6889d45c 100644 --- a/version.props +++ b/version.props @@ -1,5 +1,5 @@ - 0.8.57 + 0.8.58 diff --git a/version.txt b/version.txt index 23922b5e..56e5878b 100644 --- a/version.txt +++ b/version.txt @@ -1 +1 @@ -0.8.57 \ No newline at end of file +0.8.58 \ No newline at end of file