Package com.opengamma.analytics.financial.interestrate

Examples of com.opengamma.analytics.financial.interestrate.PresentValueNodeSensitivityCalculator


    return VALUE_CALCULATOR;
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullCalculator1() {
    new PresentValueNodeSensitivityCalculator(null);
  }
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  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final PresentValueNodeSensitivityCalculator nodeCalculator = getNodeSensitivityCalculator(desiredValue);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final ValueProperties constraints = desiredValues.iterator().next().getConstraints();
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