enrichIndexFixings is not called

[noonediesalone]

Hi,

In latest version 14, only place where Analytic::enrichIndexFixings is being called is from Analytic::setUp() like:

if (!portfolio_->empty() && !inputs()->allFixings()) {
    if (!portfolio_->isBuilt()) {
        PortfolioAnalyser(portfolio_, inputs_->pricingEngine(), inputs_->baseCurrency(),
                          configurations().curveConfig, inputs_->refDataManager(), inputs_->iborFallbackConfig());
    }
    if (inputs()->enrichIndexFixings())
        enrichIndexFixings(portfolio_);
}

and since in OREAppInputParameters::loadParameters() this flag is being set setAllFixings(true) then this functionality introduced in previous release is never called. Also, since this flag is enforced here MarketDataInMemoryLoaderImpl::retrieveFixings then the other variant to run an OREApp from inputs will also not call this functionality.

Regards,
Laurentiu.