Skip to content

Commit

Permalink
Version Bump
Browse files Browse the repository at this point in the history
  • Loading branch information
gavbrennan committed Jun 4, 2024
1 parent af115e5 commit 2a94947
Show file tree
Hide file tree
Showing 4 changed files with 5 additions and 4 deletions.
4 changes: 3 additions & 1 deletion src/Qwack.Core/Basic/RiskMetric.cs
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,8 @@ public enum RiskMetric
PV,
BenchmarkIrDelta,
RiskLadder,
RiskMatrix
RiskMatrix,
PnLAttribution,
OptimalExercise
}
}
1 change: 0 additions & 1 deletion src/Qwack.Models/Models/PnLAttribution.cs
Original file line number Diff line number Diff line change
Expand Up @@ -1414,7 +1414,6 @@ public static ICube ExplainAttribution(this Portfolio startPortfolio, Portfolio
{
//first do normal attribution
var cube = startPortfolio.ExplainAttributionInLineGreeks(startModel, endModel, reportingCcy, currencyProvider, cashOnDayAlreadyPaid);

cube = cube.EnrichWithPortfolio(startPortfolio);

//then do activity PnL
Expand Down
2 changes: 1 addition & 1 deletion version.props
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
<Project>
<PropertyGroup>
<VersionPrefix>0.8.1</VersionPrefix>
<VersionPrefix>0.8.2</VersionPrefix>
</PropertyGroup>
</Project>
2 changes: 1 addition & 1 deletion version.txt
Original file line number Diff line number Diff line change
@@ -1 +1 @@
0.8.1
0.8.2

0 comments on commit 2a94947

Please sign in to comment.