Resultcube edge case fix

cetusfinance · May 23, 2024 · ee9c92f · ee9c92f
1 parent bd2c92e
commit ee9c92f
Show file tree

Hide file tree

Showing 5 changed files with 6 additions and 4 deletions.
diff --git a/src/Qwack.Core/Cubes/ResultCube.cs b/src/Qwack.Core/Cubes/ResultCube.cs
@@ -65,7 +65,7 @@ public ResultCube(TO_ResultCube transportObject)
             _fieldNames = transportObject.FieldNames;
             _types = transportObject.Types.ToDictionary(x => x.Key, x => Type.GetType(x.Value));
             var types = _fieldNames.Select(x => _types[x]).ToArray();
-            _rows = transportObject.Rows.Select(x => new ResultCubeRow(x, types)).ToList();
+            _rows = transportObject.Rows?.Select(x => new ResultCubeRow(x, types)).ToList() ?? new List<ResultCubeRow>();
         }
 
         public void Initialize(Dictionary<string, Type> dataTypes)

diff --git a/src/Qwack.Core/Curves/EquityPriceCurve.cs b/src/Qwack.Core/Curves/EquityPriceCurve.cs
@@ -85,7 +85,7 @@ public EquityPriceCurve(DateTime buildDate, double spot, string ccy, IIrCurve ir
         }
 
         public EquityPriceCurve(TO_EquityPriceCurve to, IFundingModel fundingModel, ICurrencyProvider currencyProvider)
-            : this(to.BuildDate, to.Spot, to.Currency, fundingModel.GetCurve(to.Currency), to.SpotDate, to.PillarDates, to.DivYields, to.DiscreteDivDates,
+            : this(to.BuildDate, to.Spot, to.Currency, fundingModel?.GetCurve(to.Currency), to.SpotDate, to.PillarDates, to.DivYields, to.DiscreteDivDates,
                   to.DiscreteDivs, currencyProvider, to.Basis, to.PillarLabels)
         {
             AssetId = to.AssetId;

diff --git a/src/Qwack.Core/Curves/PriceCurveFactory.cs b/src/Qwack.Core/Curves/PriceCurveFactory.cs
@@ -29,6 +29,8 @@ public static IPriceCurve GetPriceCurve(this TO_PriceCurve transportObject, ICur
             if (transportObject.ContangoPriceCurve != null)
                 return new ContangoPriceCurve(transportObject.ContangoPriceCurve, currencyProvider);
 
+            if (transportObject.EquityPriceCurve != null)
+                return new EquityPriceCurve(transportObject.EquityPriceCurve, null, currencyProvider);
 
             throw new Exception("Unable to build price curve");
         }

diff --git a/version.props b/version.props
@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.8.0</VersionPrefix>
+        <VersionPrefix>0.8.01</VersionPrefix>
     </PropertyGroup>
 </Project>
diff --git a/version.txt b/version.txt
@@ -1 +1 @@
-0.8.0
+0.8.01