From f1be04d3dfe52e2d398c18b9778a1e2f3688ae86 Mon Sep 17 00:00:00 2001
From: Gavin Brennan <gavbrennan@hotmail.com>
Date: Tue, 10 Sep 2024 11:46:02 +0100
Subject: [PATCH] Fix for non-LME curves in delta

---
 src/Qwack.Models/Risk/BasicMetrics.cs | 3 ++-
 version.props                         | 2 +-
 version.txt                           | 2 +-
 3 files changed, 4 insertions(+), 3 deletions(-)

diff --git a/src/Qwack.Models/Risk/BasicMetrics.cs b/src/Qwack.Models/Risk/BasicMetrics.cs
index b584addc..03ccbff2 100644
--- a/src/Qwack.Models/Risk/BasicMetrics.cs
+++ b/src/Qwack.Models/Risk/BasicMetrics.cs
@@ -11,6 +11,7 @@
 using Qwack.Core.Instruments.Asset;
 using Qwack.Core.Models;
 using Qwack.Dates;
+using Qwack.Futures;
 using Qwack.Math;
 using Qwack.Models.MCModels;
 using Qwack.Models.Models;
@@ -789,7 +790,7 @@ public static ICube AssetDelta(this IPvModel pvModel, bool computeGamma = false,
                 
                 Dictionary<string, IPriceCurve> bumpedCurves;
                 Dictionary<string, IPriceCurve> bumpedDownCurves;
-                if (isSparseLMEMode)
+                if (isSparseLMEMode && curveObj is BasicPriceCurve bpc && bpc.CurveType == Transport.BasicTypes.PriceCurveType.LME)
                 {
                     lastDateInBook = NextThirdWeds(lastDateInBook);
                     var sparseDates = curveObj.PillarDates.Where(x => x <= lastDateInBook && DateExtensions.IsSparseLMEDate(x, curveObj.BuildDate, calendars)).ToArray();
diff --git a/version.props b/version.props
index 823770e4..c7385596 100644
--- a/version.props
+++ b/version.props
@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.8.86</VersionPrefix>
+        <VersionPrefix>0.8.87</VersionPrefix>
 	</PropertyGroup>
 </Project>
diff --git a/version.txt b/version.txt
index f6df0d66..29f8544f 100644
--- a/version.txt
+++ b/version.txt
@@ -1 +1 @@
-0.8.86
\ No newline at end of file
+0.8.87
\ No newline at end of file