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Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -110,20 +110,20 @@ class CommoditySchwartzData {
110110private:
111111 std::string name_;
112112 std::string ccy_;
113- CalibrationType calibrationType_;
114- bool calibrateSigma_;
115- ParamType sigmaType_;
116- Real sigmaValue_;
117- bool calibrateKappa_;
118- ParamType kappaType_;
119- Real kappaValue_;
113+ CalibrationType calibrationType_ = CalibrationType::None ;
114+ bool calibrateSigma_ = false ;
115+ ParamType sigmaType_ = ParamType::Constant ;
116+ Real sigmaValue_ = 0.0 ;
117+ bool calibrateKappa_ = false ;
118+ ParamType kappaType_ = ParamType::Constant ;
119+ Real kappaValue_ = 0.0 ;
120120 std::vector<std::string> optionExpiries_;
121121 std::vector<std::string> optionStrikes_;
122- bool driftFreeState_;
122+ bool driftFreeState_ = false ;
123123 QuantLib::ext::shared_ptr<OptimizationMethod> optimizationMethod_;
124124 EndCriteria endCriteria_;
125125 Constraint constraint_;
126- BlackCalibrationHelper::CalibrationErrorType calibrationErrorType_;
126+ BlackCalibrationHelper::CalibrationErrorType calibrationErrorType_ = BlackCalibrationHelper::RelativePriceError ;
127127};
128128} // namespace data
129129} // namespace ore
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