From 15ce3cf768e758536a188bd2f063c82bb1798cf1 Mon Sep 17 00:00:00 2001
From: Gavin Brennan <gavbrennan@hotmail.com>
Date: Mon, 8 Jul 2024 10:30:53 +0100
Subject: [PATCH] Fix for lookback options

---
 src/Qwack.Core/Basic/RiskMetric.cs                      | 1 +
 src/Qwack.Core/Instruments/Asset/AsianLookbackOption.cs | 3 ++-
 version.props                                           | 2 +-
 version.txt                                             | 2 +-
 4 files changed, 5 insertions(+), 3 deletions(-)

diff --git a/src/Qwack.Core/Basic/RiskMetric.cs b/src/Qwack.Core/Basic/RiskMetric.cs
index 6fa76e60..470b02a2 100644
--- a/src/Qwack.Core/Basic/RiskMetric.cs
+++ b/src/Qwack.Core/Basic/RiskMetric.cs
@@ -17,5 +17,6 @@ public enum RiskMetric
         PnLAttribution,
         OptimalExercise,
         AssetParallelDelta,
+        HistSimVaR
     }
 }
diff --git a/src/Qwack.Core/Instruments/Asset/AsianLookbackOption.cs b/src/Qwack.Core/Instruments/Asset/AsianLookbackOption.cs
index 83d99015..4e785665 100644
--- a/src/Qwack.Core/Instruments/Asset/AsianLookbackOption.cs
+++ b/src/Qwack.Core/Instruments/Asset/AsianLookbackOption.cs
@@ -101,8 +101,9 @@ public Dictionary<string, List<DateTime>> PastFixingDates(DateTime valDate) => v
 
         public IAssetInstrument SetStrike(double strike) => throw new InvalidOperationException();
 
-        public TO_Instrument ToTransportObject() =>
+        public TO_Instrument ToTransportObject() =>           
                   new(){
+                      AssetInstrumentType = AssetInstrumentType.AsianLookbackOption,
                       AsianLookbackOption = new()
                       {
                           TradeId = TradeId,
diff --git a/version.props b/version.props
index 2cd1c1b4..94c6a2db 100644
--- a/version.props
+++ b/version.props
@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.8.52</VersionPrefix>
+        <VersionPrefix>0.8.53</VersionPrefix>
 	</PropertyGroup>
 </Project>
diff --git a/version.txt b/version.txt
index a76f8006..492ed949 100644
--- a/version.txt
+++ b/version.txt
@@ -1 +1 @@
-0.8.52
\ No newline at end of file
+0.8.53
\ No newline at end of file