lballabioGH-1748 apply optimization to rate helpers

kalam360 · Aug 5, 2023 · a1af567 · a1af567
1 parent f50411f
commit a1af567
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diff --git a/ql/termstructures/yield/oisratehelper.cpp b/ql/termstructures/yield/oisratehelper.cpp
@@ -83,6 +83,8 @@ namespace QuantLib {
             swap_ = tmp;
         }
 
+        passThroughNotifications(*swap_, swap_->legs(), true);
+
         earliestDate_ = swap_->startDate();
         maturityDate_ = swap_->maturityDate();
 

diff --git a/ql/termstructures/yield/ratehelpers.cpp b/ql/termstructures/yield/ratehelpers.cpp
@@ -833,6 +833,8 @@ namespace QuantLib {
             .withFloatingLegEndOfMonth(endOfMonth_)
             .withIndexedCoupons(useIndexedCoupons_);
 
+        passThroughNotifications(*swap_, swap_->legs(), true);
+
         earliestDate_ = swap_->startDate();
         maturityDate_ = swap_->maturityDate();