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pcaspersjenkins
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QPR-12398 avoid uninitialized members
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Lines changed: 9 additions & 9 deletions

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OREData/ored/model/commodityschwartzmodeldata.hpp

Lines changed: 9 additions & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -110,20 +110,20 @@ class CommoditySchwartzData {
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private:
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std::string name_;
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std::string ccy_;
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CalibrationType calibrationType_;
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bool calibrateSigma_;
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ParamType sigmaType_;
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Real sigmaValue_;
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bool calibrateKappa_;
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ParamType kappaType_;
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Real kappaValue_;
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CalibrationType calibrationType_ = CalibrationType::None;
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bool calibrateSigma_ = false;
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ParamType sigmaType_ = ParamType::Constant;
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Real sigmaValue_ = 0.0;
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bool calibrateKappa_ = false;
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ParamType kappaType_ = ParamType::Constant;
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Real kappaValue_ = 0.0;
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std::vector<std::string> optionExpiries_;
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std::vector<std::string> optionStrikes_;
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bool driftFreeState_;
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bool driftFreeState_ = false;
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QuantLib::ext::shared_ptr<OptimizationMethod> optimizationMethod_;
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EndCriteria endCriteria_;
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Constraint constraint_;
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BlackCalibrationHelper::CalibrationErrorType calibrationErrorType_;
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BlackCalibrationHelper::CalibrationErrorType calibrationErrorType_ = BlackCalibrationHelper::RelativePriceError;
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};
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} // namespace data
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} // namespace ore

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