Merge pull request #1275.

Use correct method to recalculate swap in OIS helper
lballabio · Dec 30, 2021 · 5b9d73f · 5b9d73f
2 parents 9405bdc + 11dd818
commit 5b9d73f
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/ql/termstructures/yield/oisratehelper.cpp b/ql/termstructures/yield/oisratehelper.cpp
@@ -195,7 +195,7 @@ namespace QuantLib {
     Real DatedOISRateHelper::impliedQuote() const {
         QL_REQUIRE(termStructure_ != nullptr, "term structure not set");
         // we didn't register as observers - force calculation
-        swap_->deepUpdate();
+        swap_->recalculate();
         return swap_->fairRate();
     }