Merge branch 'QPR-8566' into 'master'

pcaspers · pcaspers · commit fe0a799186b8 · 2023-04-26T11:04:28.000Z
DONT MERGE QPR-8566 changes for credit portfolio model migration

Closes QPR-8566

See merge request qs/quantlib!48
diff --git a/ql/pricingengines/credit/midpointcdsengine.hpp b/ql/pricingengines/credit/midpointcdsengine.hpp
@@ -66,8 +66,8 @@ namespace QuantLib {
         virtual Real defaultProbability(const Date& d1, const Date& d2) const override;
         virtual Real expectedLoss(const Date& defaultDate, const Date& d1, const Date& d2, const Real notional) const override;
 
-        Handle<DefaultProbabilityTermStructure> probability_;
-        Real recoveryRate_;
+        mutable Handle<DefaultProbabilityTermStructure> probability_;
+        mutable Real recoveryRate_;
     };
 
 }

Original file line number	Diff line number	Diff line change
`@@ -66,8 +66,8 @@ namespace QuantLib {`
`66`	`66`	`virtual Real defaultProbability(const Date& d1, const Date& d2) const override;`
`67`	`67`	`virtual Real expectedLoss(const Date& defaultDate, const Date& d1, const Date& d2, const Real notional) const override;`
`68`	`68`
`69`		`- Handle<DefaultProbabilityTermStructure> probability_;`
`70`		`- Real recoveryRate_;`
	`69`	`+ mutable Handle<DefaultProbabilityTermStructure> probability_;`
	`70`	`+ mutable Real recoveryRate_;`
`71`	`71`	`};`
`72`	`72`
`73`	`73`	`}`