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BUG: select output file for the active VaR analytic - #358

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Hei-MaoM:bug-select-active-var-output
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BUG: select output file for the active VaR analytic#358
Hei-MaoM wants to merge 1 commit into
OpenSourceRisk:masterfrom
Hei-MaoM:bug-select-active-var-output

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Summary

  • select the configured output file for the active VaR analytic when only one VaR analytic is enabled
  • preserve the existing parametric-first fallback for ambiguous or legacy configurations
  • add regression coverage for active/inactive and fallback combinations

OutputParameters previously preferred parametricVar.outputFile even when
parametric VaR was inactive and historical simulation VaR was active. This could
write historical VaR results to the inactive analytic's output file.

Tests

  • ninja -j3 OREAnalytics/test/orea-test-suite
  • ctest --test-dir /root/build-ore-261/OREAnalytics/test --output-on-failure -R "^orea-test-suite$"

Fixes #261

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historical vs. parametric VAR analytic parameter mixup

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