QPR-11115 fix

pcaspers · pcaspers · commit 0d3092b2a8e9 · 2022-11-25T15:30:34.000+01:00
diff --git a/ql/instruments/creditdefaultswap.cpp b/ql/instruments/creditdefaultswap.cpp
@@ -251,7 +251,6 @@ namespace QuantLib {
     }
 
     void CreditDefaultSwap::performCalculations() const {
-        Instrument::performCalculations();
         // Deal with the accrual rebate. We use the standard conventions for accrual calculation introduced with the
         // CDS Big Bang in 2009
         if (rebatesAccrual_ && postBigBang_) {
@@ -265,6 +264,7 @@ namespace QuantLib {
                 schedule_.calendar().advance(current, cashSettlementDays_, Days,
                                              paymentConvention_));
         }
+        Instrument::performCalculations();
     }
 
     Protection::Side CreditDefaultSwap::side() const {

Original file line number	Diff line number	Diff line change
`@@ -251,7 +251,6 @@ namespace QuantLib {`
`251`	`251`	`}`
`252`	`252`
`253`	`253`	`void CreditDefaultSwap::performCalculations() const {`
`254`		`- Instrument::performCalculations();`
`255`	`254`	`// Deal with the accrual rebate. We use the standard conventions for accrual calculation introduced with the`
`256`	`255`	`// CDS Big Bang in 2009`
`257`	`256`	`if (rebatesAccrual_ && postBigBang_) {`
`@@ -265,6 +264,7 @@ namespace QuantLib {`
`265`	`264`	`schedule_.calendar().advance(current, cashSettlementDays_, Days,`
`266`	`265`	`paymentConvention_));`
`267`	`266`	`}`
	`267`	`+ Instrument::performCalculations();`
`268`	`268`	`}`
`269`	`269`
`270`	`270`	`Protection::Side CreditDefaultSwap::side() const {`