Model roll fix

cetusfinance · Aug 14, 2024 · 4b98719 · 4b98719
1 parent 177c0dc
commit 4b98719
Show file tree

Hide file tree

Showing 3 changed files with 4 additions and 2 deletions.
diff --git a/src/Qwack.Models/Models/AssetProductEx.cs b/src/Qwack.Models/Models/AssetProductEx.cs
@@ -1682,6 +1682,8 @@ public static IAssetFxModel RollModel(this IAssetFxModel model, DateTime fwdValD
             rolledModel.AddVolSurfaces(rolledVolSurfaces);
             rolledModel.AddFixingDictionaries(rolledFixings);
             rolledModel.CorrelationMatrix = model.CorrelationMatrix;
+            if (model.Portfolio != null)
+                rolledModel.AttachPortfolio(model.Portfolio);
 
             return rolledModel;
         }

diff --git a/version.props b/version.props
@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.8.81</VersionPrefix>
+        <VersionPrefix>0.8.82</VersionPrefix>
 	</PropertyGroup>
 </Project>
diff --git a/version.txt b/version.txt
@@ -1 +1 @@
-0.8.81
+0.8.82