final double[] dPvAmdRho = matrix.getTranspose(dPvAmdRhoMatrix).getData()[0];
final double[] dPvAmdNu = matrix.getTranspose(dPvAmdNuMatrix).getData()[0];
// Storage in PresentValueSABRSensitivityDataBundle
final PresentValueSABRSensitivityDataBundle sensi = new PresentValueSABRSensitivityDataBundle();
for (int loopcal = 0; loopcal < nbCal; loopcal++) {
final DoublesPair expiryMaturity = new DoublesPair(swaptionCalibration[loopcal].getTimeToExpiry(), swaptionCalibration[loopcal].getMaturityTime());
sensi.addAlpha(expiryMaturity, dPvAmdAlpha[loopcal]);
sensi.addRho(expiryMaturity, dPvAmdRho[loopcal]);
sensi.addNu(expiryMaturity, dPvAmdNu[loopcal]);
}
return sensi;