Currency of CreditLinkedSwap dependent on <IndependentPayments>

[FbnRisk]

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.

[corniemcdee01-cell]

CRITICAL BUG ANALYSIS: Currency Identification Redundancy in CreditLinkedSwap (CLS)

Issue:
The current implementation of the CreditLinkedSwap trade builder enforces a hard dependency
on the section for base currency resolution. Specifically, the
parser fails to fall back on or when the
Independent leg is null or empty, triggering a "Currency "" not recognized" OREData log error.

Technical Observation:

• Current State: The builder's 'npvCurrency' resolution logic is overly restrictive,
  ignoring existing currency definitions in the Protection or Contingent legs.
• Expected Behavior: Currency identification should be derived from the first available
  notional definition across all trade legs to support 'clean' credit-linked structures
  that omit independent premium payments.

Impact:
This prevents the pricing of 'Default-Only' or 'Contingent-Only' swaps within ORE,
directly hindering supervisory data processing for BIS-level regulatory reporting
where complex credit derivative structures are the norm.

Proposed Fix Logic:
Update 'ored/portfolio/creditlinkedswap.cpp' to implement a hierarchical currency
lookup across all legs if the node is absent.

Contributor: Cornelius Motlhala (@corniemcdee01-cell)
Context: Quantitative Supervisory Alignment / ORE Framework Stability