From b400ab7daa9b29d4149dddbe5c8bfaf69a7b35bf Mon Sep 17 00:00:00 2001 From: Gavin Brennan Date: Tue, 29 Nov 2022 12:00:01 +0200 Subject: [PATCH] Revert changes to FxVega --- src/Qwack.Models/Risk/BasicMetrics.cs | 2 -- version.props | 2 +- version.txt | 2 +- 3 files changed, 2 insertions(+), 4 deletions(-) diff --git a/src/Qwack.Models/Risk/BasicMetrics.cs b/src/Qwack.Models/Risk/BasicMetrics.cs index e0950228..e741c3ea 100644 --- a/src/Qwack.Models/Risk/BasicMetrics.cs +++ b/src/Qwack.Models/Risk/BasicMetrics.cs @@ -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) } @@ -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" } diff --git a/version.props b/version.props index d421ce5f..4d7da761 100644 --- a/version.props +++ b/version.props @@ -1,5 +1,5 @@ - 0.7.11 + 0.7.12 diff --git a/version.txt b/version.txt index 8fd9b8c3..6f30e954 100644 --- a/version.txt +++ b/version.txt @@ -1 +1 @@ -0.7.11 \ No newline at end of file +0.7.12 \ No newline at end of file