Currency of CreditLinkedSwap dependent on <IndependentPayments> #337
Description
It seems that the CreditLinkedSwap trade builder incorrectly treats the <IndependentPayments> section as mandatory for the purpose of defining the trade's base currency.
Even if other legs (such as <ContingentPayments> or <DefaultPayments>) are defined with a currency, omitting the <IndependentPayments> section (or leaving it empty) results in
(OREData\ored\utilities\log.cpp:215) : StructuredMessage { "category": "Error", "group": "Trade", "message": "Currency "" not recognized", "sub_fields": [ { "name": "exceptionType", "value": "Error building trade for context 'analytic/PRICING'" }, { "name": "tradeId", "value": "CreditLinkedSwap" }, { "name": "tradeType", "value": "CreditLinkedSwap" } ] }
Additionally, currencies defined in other legs are omitted and the currency from <IndependentPayments> is used.