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The setter wrote its flag to kvaTheirCvaRiskWeight instead of creditMigration, so credit migration was never enabled from the API and the bool left under the risk weight key made the XVA parameter loading throw a bad_any_cast. Add an InputParameters test for the setter. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Q5n2ExoAFe9qtbybzMxnsQ
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Fixes #361.
InputParameters::setCreditMigrationAnalytic(bool)wrote its argument to thekvaTheirCvaRiskWeightkey instead ofcreditMigration, so the flag never reachedXvaAnalytic, and theboolleft under the risk-weight key madeloadParameter<Real>fall through toloadParameterString(), whoseany_cast<string>then threw out of the XVA parameter loading. The setter now writes tocreditMigration.The added
InputParametersTestcalls the setter and checks that("xva", "creditMigration")loads astrueand that loading("xva", "kvaTheirCvaRiskWeight")neither throws nor changes the value. Before the fix the first check fails and the second throwsbad_any_cast; after the fix both pass (built and run on macOS arm64, release preset).The setter is reachable from Python through
orea_app.i; the call inExamples/ORE-API/oreApi.pyis inside a commented-out block, so no shipped example changes.