From bd11eaa4a220dcf7dd26c2cce380ca3e2a9ade1e Mon Sep 17 00:00:00 2001
From: Danijel Zivoi <danijel.zivoi@gmail.com>
Date: Thu, 10 Sep 2026 16:38:55 +0200
Subject: [PATCH] Fix the parameter key of setCreditMigrationAnalytic (#361)

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
---
 OREAnalytics/orea/app/inputparameters.hpp |  2 +-
 OREAnalytics/test/CMakeLists.txt          |  1 +
 OREAnalytics/test/inputparameters.cpp     | 51 +++++++++++++++++++++++
 3 files changed, 53 insertions(+), 1 deletion(-)
 create mode 100644 OREAnalytics/test/inputparameters.cpp

diff --git a/OREAnalytics/orea/app/inputparameters.hpp b/OREAnalytics/orea/app/inputparameters.hpp
index 66c3a8b090..24e3451121 100644
--- a/OREAnalytics/orea/app/inputparameters.hpp
+++ b/OREAnalytics/orea/app/inputparameters.hpp
@@ -731,7 +731,7 @@ class InputParameters : public QuantLib::ext::enable_shared_from_this<InputParam
     void setKvaTheirCvaRiskWeight(Real r) { parameters_.set("xva", "kvaTheirCvaRiskWeight", r); }
     void setfirstMporCollateralAdjustment(const bool constantInitialVm) { parameters_.set("xva", "firstMporCollateralAdjustment", constantInitialVm); }
     // credit simulation
-    void setCreditMigrationAnalytic(bool b) { parameters_.set("xva", "kvaTheirCvaRiskWeight", b); }
+    void setCreditMigrationAnalytic(bool b) { parameters_.set("xva", "creditMigration", b); }
     void setCreditMigrationDistributionGrid(const std::vector<Real>& grid) { parameters_.set("xva", "creditMigrationDistributionGrid", grid); }
     void setCreditSimulationParameters(const QuantLib::ext::shared_ptr<CreditSimulationParameters>& c) { parameters_.set("xva", "creditMigrationConfig", c); }
     void setCreditSimulationParametersFromBuffer(const std::string& xml ) { parameters_.set("xva", "creditMigrationConfig", xml); }
diff --git a/OREAnalytics/test/CMakeLists.txt b/OREAnalytics/test/CMakeLists.txt
index 354d3cf848..c886b6a889 100644
--- a/OREAnalytics/test/CMakeLists.txt
+++ b/OREAnalytics/test/CMakeLists.txt
@@ -4,6 +4,7 @@ set(OREAnalytics-Test_SRC aggregationscenariodata.cpp
 amcbermudanswaption.cpp
 cube.cpp
 historicalscenariogenerator.cpp
+inputparameters.cpp
 nettedexpsoure.cpp
 observationmode.cpp
 parsensitivityanalysis.cpp
diff --git a/OREAnalytics/test/inputparameters.cpp b/OREAnalytics/test/inputparameters.cpp
new file mode 100644
index 0000000000..a1c27c63ac
--- /dev/null
+++ b/OREAnalytics/test/inputparameters.cpp
@@ -0,0 +1,51 @@
+/*
+ Copyright (C) 2026 Quaternion Risk Management Ltd
+ All rights reserved.
+
+ This file is part of ORE, a free-software/open-source library
+ for transparent pricing and risk analysis - http://opensourcerisk.org
+
+ ORE is free software: you can redistribute it and/or modify it
+ under the terms of the Modified BSD License.  You should have received a
+ copy of the license along with this program.
+ The license is also available online at <http://opensourcerisk.org>
+
+ This program is distributed on the basis that it will form a useful
+ contribution to risk analytics and model standardisation, but WITHOUT
+ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+ FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
+*/
+
+#include <boost/test/unit_test.hpp>
+#include <test/oreatoplevelfixture.hpp>
+
+#include <orea/app/inputparameters.hpp>
+#include <ored/utilities/parsers.hpp>
+
+using namespace ore::analytics;
+using namespace ore::data;
+using namespace boost::unit_test_framework;
+
+BOOST_FIXTURE_TEST_SUITE(OREAnalyticsTestSuite, ore::test::OreaTopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(InputParametersTest)
+
+BOOST_AUTO_TEST_CASE(testCreditMigrationAnalyticSetter) {
+    BOOST_TEST_MESSAGE("Testing that setCreditMigrationAnalytic sets the creditMigration flag and nothing else");
+
+    auto inputs = QuantLib::ext::make_shared<InputParameters>();
+    inputs->setCreditMigrationAnalytic(true);
+
+    bool creditMigration = false;
+    BOOST_CHECK(inputs->loadParameter<bool>(creditMigration, "xva", "creditMigration", false, parseBool));
+    BOOST_CHECK(creditMigration);
+
+    QuantLib::Real riskWeight = 0.05;
+    BOOST_CHECK_NO_THROW(
+        inputs->loadParameter<QuantLib::Real>(riskWeight, "xva", "kvaTheirCvaRiskWeight", false, parseReal));
+    BOOST_CHECK_EQUAL(riskWeight, 0.05);
+}
+
+BOOST_AUTO_TEST_SUITE_END()
+
+BOOST_AUTO_TEST_SUITE_END()