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Handle observable source when creating lookups#2012

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cjkent merged 3 commits intomasterfrom
topic/lookup-observable-source
Jun 27, 2019
Merged

Handle observable source when creating lookups#2012
cjkent merged 3 commits intomasterfrom
topic/lookup-observable-source

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@cjkent cjkent commented Jun 27, 2019

Use the ObservableSource when creating CurveId instance in RatesMarketDataLookup. This fixes a bug where curves with the default ObservableSource are returned from a rates provider that uses a lookup with a non-default source.

Fixes #2011

@cjkent cjkent requested a review from jodastephen June 27, 2019 09:09
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@cjkent cjkent merged commit 273e427 into master Jun 27, 2019
@delete-merged-branch delete-merged-branch bot deleted the topic/lookup-observable-source branch June 27, 2019 10:04
@jodastephen jodastephen added this to the v2.5 milestone Jun 28, 2019
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RatesMarketDataLookup constructs CurveIds with no observable source

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