Correlations for Equities in ScripedTrade do not load when calculation "pnl" and "pnlexplain"

[quantthingy]

How to reproduce:

Version: master

Create a Portfolio with one ScriptedTrade Product with 3 equities as underlyings.

When asking for "npv", the correlations are read correctly NOTICE [2025-Aug-10 12:47:37.806521] (OREAnalytics/orea/app/reportwriter.cpp:70) : portfolio valuation DEBUG [2025-Aug-10 12:47:37.807255] (...d/scripting/models/blackscholes.cpp:594) : BlackScholes correlation matrix: DEBUG [2025-Aug-10 12:47:37.807279] (...d/scripting/models/blackscholes.cpp:595) : | 1 0.77 0.88 | DEBUG [2025-Aug-10 12:47:37.807297] (...d/scripting/models/blackscholes.cpp:595) : | 0.77 1 0.66 | DEBUG [2025-Aug-10 12:47:37.807314] (...d/scripting/models/blackscholes.cpp:595) : | 0.88 0.66 1 |

when asking for "npv" and "pnl" the correlations are read correctly for the "npv" but not for the "pnl" calculation DEBUG [2025-Aug-10 12:47:37.859210] (...d/scripting/models/blackscholes.cpp:594) : BlackScholes correlation matrix: DEBUG [2025-Aug-10 12:47:37.859232] (...d/scripting/models/blackscholes.cpp:595) : | 1 0 0 | DEBUG [2025-Aug-10 12:47:37.859259] (...d/scripting/models/blackscholes.cpp:595) : | 0 1 0 | DEBUG [2025-Aug-10 12:47:37.859278] (...d/scripting/models/blackscholes.cpp:595) : | 0 0 1 |

WARNING [2025-Aug-10 12:47:38.723000] (...ortfolio/builders/scriptedtrade.cpp:969) : no correlation provided for EQ-Lufthansa ~ EQ-Meta(did not find object EQ-Meta/EQ-Lufthansa in CorrelationCurves) WARNING [2025-Aug-10 12:47:38.723025] (...ortfolio/builders/scriptedtrade.cpp:969) : no correlation provided for EQ-Lufthansa ~ EQ-SP5(did not find object EQ-SP5/EQ-Lufthansa in CorrelationCurves) WARNING [2025-Aug-10 12:47:38.723050] (...ortfolio/builders/scriptedtrade.cpp:969) : no correlation provided for EQ-Meta ~ EQ-SP5(did not find object EQ-SP5/EQ-Meta in CorrelationCurves)