ArgumentChecker.notNull(curves, "curves");
ArgumentChecker.notNull(payment, "payment");
if (curves instanceof SABRInterestRateDataBundle) {
final SABRInterestRateDataBundle sabrBundle = (SABRInterestRateDataBundle) curves;
final CouponCMSSABRReplicationMethod replication = CouponCMSSABRReplicationMethod.getInstance();
return replication.presentValueSABRSensitivity(payment, sabrBundle);
}
throw new UnsupportedOperationException("The PresentValueSABRSensitivitySABRCalculator visitor visitCouponCMS requires a SABRInterestRateDataBundle as data.");
}
@Override