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Revert changes to FxVega
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gavbrennan committed Nov 29, 2022
1 parent 6fdd7de commit b400ab7
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Showing 3 changed files with 2 additions and 4 deletions.
2 changes: 0 additions & 2 deletions src/Qwack.Models/Risk/BasicMetrics.cs
Original file line number Diff line number Diff line change
Expand Up @@ -271,7 +271,6 @@ public static ICube FxVega(this IPvModel pvModel, Currency reportingCcy)
{ TradeId, typeof(string) },
{ TradeType, typeof(string) },
{ AssetId, typeof(string) },
{ "Underlying", typeof(string) },
{ "PointDate", typeof(DateTime) },
{ PointLabel, typeof(string) },
{ Metric, typeof(string) }
Expand Down Expand Up @@ -327,7 +326,6 @@ public static ICube FxVega(this IPvModel pvModel, Currency reportingCcy)
{ TradeId, bumpedRows[i].MetaData[tidIx] },
{ TradeType, bumpedRows[i].MetaData[tTypeIx] },
{ AssetId, surface.Key },
{ "Underlying", surface.Key },
{ "PointDate", bCurve.Value.PillarDatesForLabel(bCurve.Key) },
{ PointLabel, bCurve.Key },
{ Metric, "Vega" }
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>0.7.11</VersionPrefix>
<VersionPrefix>0.7.12</VersionPrefix>
</PropertyGroup>
</Project>
2 changes: 1 addition & 1 deletion version.txt
Original file line number Diff line number Diff line change
@@ -1 +1 @@
0.7.11
0.7.12

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