Fixes for nulls in PnL cube

cetusfinance · Jul 11, 2024 · 7443e00 · 7443e00
1 parent b746142
commit 7443e00
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Showing 4 changed files with 5 additions and 5 deletions.
diff --git a/src/Qwack.Models/Models/AttributionSteps/DeltaFlatSpreadGammaCurveStep.cs b/src/Qwack.Models/Models/AttributionSteps/DeltaFlatSpreadGammaCurveStep.cs
@@ -99,8 +99,8 @@ public class DeltaFlatSpreadGammaCurveStep(bool ignoreGamma = false) : IPnLAttri
                         { Step, "AssetCurves" },
                         { SubStep, curveName },
                         { SubSubStep, "GammaFlat" },
-                        { PointLabel, r.MetaData[r_plIx] },
-                        { "PointDate", r.MetaData[r_pdIx] }
+                        { PointLabel, "Flat" },
+                        { "PointDate", endModel.VanillaModel.BuildDate }
                     };
                     resultsCube.AddRow(row, explained);
 

diff --git a/src/Qwack.Models/Models/AttributionSteps/TimeRollStep.cs b/src/Qwack.Models/Models/AttributionSteps/TimeRollStep.cs
@@ -87,7 +87,7 @@ public class TimeRollStep(ICurrencyProvider currencyProvider, IFutureSettingsPro
                         { TradeId, r.MetaData[tidIx] },
                         { TradeType, r.MetaData[tTypeIx] },
                         { Step, "Fixings" },
-                        { SubStep, fixingDictName },
+                        { SubStep, fixingDictName ?? "Unknown" },
                         { SubSubStep, string.Empty },
                         { PointLabel, string.Empty },
                         { "PointDate", endModel.VanillaModel.BuildDate }

diff --git a/version.props b/version.props
@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.8.57</VersionPrefix>
+        <VersionPrefix>0.8.58</VersionPrefix>
 	</PropertyGroup>
 </Project>
diff --git a/version.txt b/version.txt
@@ -1 +1 @@
-0.8.57
+0.8.58