Error in ORE analytics: invalid map<K, T> key

[rkapl123]

Dear All!

When trying to run the parametric VAR calculation, I get an error, I can't really interpret:

...
NOTICE [2024-Jul-05 14:04:35.275425] (...cs\orea\engine\marketriskreport.cpp:308) : Start processing for RiskGroup: [All, All], TradeGroup: All
ALERT [2024-Jul-05 14:04:35.296559] (OREAnalytics\orea\app\oreapp.cpp:303) : Error in ORE analytics: invalid map<K, T> key
WARNING [2024-Jul-05 14:04:35.298207] (OREAnalytics\orea\app\oreapp.cpp:304) : 31215616|31211520
WARNING [2024-Jul-05 14:04:35.300486] (OREData\ored\utilities\log.cpp:213) : StructuredMessage { "category": "Warning", "group": "Analytics", "message": "Error in ORE analytics: invalid map<K, T> key", "sub_fields": [ { "name": "analyticType", "value": "OREApp::run()" }, { "name": "warningType", "value": "Error" } ] }

My config is rather "standard":

		<Analytic type="parametricVar">
			<Parameter name="active">Y</Parameter>
			<Parameter name="sensitivityInputFile">../Output/sensitivity.csv</Parameter>
			<Parameter name="covarianceInputFile">covariance.csv</Parameter>
			<Parameter name="salvageCovarianceMatrix">N</Parameter>
			<Parameter name="quantiles">0.01,0.05,0.95,0.99</Parameter>
			<!-- Breakdown of risk classes and types -->
			<Parameter name="breakdown">Y</Parameter>
			<!-- Portfolio filter (regex), may be empty or not given -->
			<Parameter name="portfolioFilter">PF1|PF2</Parameter>
			<!-- VaR method (Delta, DeltaGammaNormal, MonteCarlo) -->
			<Parameter name="method">DeltaGammaNormal</Parameter>
			<!-- Only required for method = MonteCarlo -->
			<!-- <Parameter name="mcSamples">100000</Parameter> -->
			<!-- <Parameter name="mcSeed">42</Parameter> -->
			<Parameter name="outputFile">var.csv</Parameter>
		</Analytic>

When I remove the PF1|PF2 from portfolioFilter, the error is gone. I'm not using any portfolio IDs in our trades here.

-regards,
Roland