Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity.plus()

com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity.plus()
Create a new multiple currency sensitivity by adding the sensitivity associated to a given currency. If the currency is not yet present in the existing sensitivity a new map is created with the extra entry. If the currency is already present, the associated sensitivities are added (in the sense of {@link InterestRateCurveSensitivity}) and a new map is created with all the other existing entries and the entry with the currency and the sum sensitivity. @param ccy The currency. Not null. @param sensitivity The sensitivity associated to the currency. Not null. @return The new multiple currency sensitivity.

    result = result.plus(cmsCoupon1CurveSensitivity.multipliedBy(cmsCoupon1PvBar));
    result = result.plus(cmsCoupon2CurveSensitivity.multipliedBy(cmsCoupon2PvBar));
    result = result.plus(cmsCap1CurveSensitivity.multipliedBy(cmsCap1PvBar));
    result = result.plus(cmsCap2CurveSensitivity.multipliedBy(cmsCap2PvBar));
    //Calibration strike dependency -- START
    result = result.plus(ccy, forward1CurveSensitivity.multipliedBy(strike1Bar));
    result = result.plus(ccy, forward2CurveSensitivity.multipliedBy(strike2Bar));
    //Calibration strike dependency -- END
    return result;
  }

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    result = result.plus(cmsCoupon2CurveSensitivity.multipliedBy(cmsCoupon2PvBar));
    result = result.plus(cmsCap1CurveSensitivity.multipliedBy(cmsCap1PvBar));
    result = result.plus(cmsCap2CurveSensitivity.multipliedBy(cmsCap2PvBar));
    //Calibration strike dependency -- START
    result = result.plus(ccy, forward1CurveSensitivity.multipliedBy(strike1Bar));
    result = result.plus(ccy, forward2CurveSensitivity.multipliedBy(strike2Bar));
    //Calibration strike dependency -- END
    return result;
  }


  /**

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  @Override
  public MultipleCurrencyMulticurveSensitivity visitGenericAnnuity(final Annuity<? extends Payment> annuity, final SABRSwaptionProviderInterface sabr) {
    ArgumentChecker.notNull(annuity, "Annuity");
    MultipleCurrencyMulticurveSensitivity pvcs = visit(annuity.getNthPayment(0), sabr);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pvcs = pvcs.plus(visit(annuity.getNthPayment(loopp), sabr));
    }
    return pvcs;
  }


  // -----     Swaption     ------

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  public MultipleCurrencyMulticurveSensitivity visitGenericAnnuity(final Annuity<? extends Payment> annuity, final MulticurveProviderInterface multicurve) {
    ArgumentChecker.notNull(annuity, "Annuity");
    ArgumentChecker.notNull(multicurve, "multicurve");
    MultipleCurrencyMulticurveSensitivity cs = annuity.getNthPayment(0).accept(this, multicurve);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      cs = cs.plus(annuity.getNthPayment(loopp).accept(this, multicurve));
    }
    return cs;
  }


  @Override

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  @Override
  public MultipleCurrencyMulticurveSensitivity visitGenericAnnuity(final Annuity<? extends Payment> annuity, final SABRSwaptionProviderInterface sabr) {
    ArgumentChecker.notNull(annuity, "Annuity");
    MultipleCurrencyMulticurveSensitivity cs = visit(annuity.getNthPayment(0), sabr);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      cs = cs.plus(visit(annuity.getNthPayment(loopp), sabr));
    }
    return cs;
  }


  // -----     Swaption     ------

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    final DoublesPair s = new DoublesPair(time, -time * cpn.getAmount() * multicurve.getDiscountFactor(cpn.getCurrency(), time));
    final List<DoublesPair> list = new ArrayList<>();
    list.add(s);
    mapDsc.put(multicurve.getName(cpn.getCurrency()), list);
    MultipleCurrencyMulticurveSensitivity result = new MultipleCurrencyMulticurveSensitivity();
    result = result.plus(cpn.getCurrency(), MulticurveSensitivity.ofYieldDiscounting(mapDsc));
    return result;
  }


}

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    final DoublesPair s = new DoublesPair(time, -time * cpn.getAmount() * multicurve.getDiscountFactor(cpn.getCurrency(), time));
    final List<DoublesPair> list = new ArrayList<>();
    list.add(s);
    mapDsc.put(multicurve.getName(cpn.getCurrency()), list);
    MultipleCurrencyMulticurveSensitivity result = new MultipleCurrencyMulticurveSensitivity();
    result = result.plus(cpn.getCurrency(), MulticurveSensitivity.ofYieldDiscounting(mapDsc));
    return result;
  }


}

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   * @return The sensitivity.
   */
  public MultipleCurrencyMulticurveSensitivity presentValueCurveSensitivity(final ForexSwap fx, final MulticurveProviderInterface multicurves) {
    ArgumentChecker.notNull(fx, "Forex swap");
    MultipleCurrencyMulticurveSensitivity result = METHOD_FX.presentValueCurveSensitivity(fx.getNearLeg(), multicurves);
    result = result.plus(METHOD_FX.presentValueCurveSensitivity(fx.getFarLeg(), multicurves));
    return result;
  }


  /**
   * Computes the par spread curve sensitivity.

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  public MultipleCurrencyMulticurveSensitivity visitGenericAnnuity(final Annuity<? extends Payment> annuity, final MulticurveProviderInterface multicurve) {
    ArgumentChecker.notNull(annuity, "Annuity");
    ArgumentChecker.notNull(multicurve, "multicurve");
    MultipleCurrencyMulticurveSensitivity cs = annuity.getNthPayment(0).accept(this, multicurve);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      cs = cs.plus(annuity.getNthPayment(loopp).accept(this, multicurve));
    }
    return cs;
  }


  @Override

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    list.add(new DoublesPair(cmsSpread.getPaymentTime(), -cmsSpread.getPaymentTime() * discountFactorPayment));
    final Map<String, List<DoublesPair>> resultMap = new HashMap<>();
    resultMap.put(multicurves.getName(ccy), list);
    final MulticurveSensitivity dfCurveSensitivity = MulticurveSensitivity.ofYieldDiscounting(resultMap);
    MultipleCurrencyMulticurveSensitivity result = MultipleCurrencyMulticurveSensitivity.of(ccy, dfCurveSensitivity.multipliedBy(discountFactorPaymentBar));
    result = result.plus(cmsCoupon1CurveSensitivity.multipliedBy(cmsCoupon1PvBar));
    result = result.plus(cmsCoupon2CurveSensitivity.multipliedBy(cmsCoupon2PvBar));
    result = result.plus(cmsCap1CurveSensitivity.multipliedBy(cmsCap1PvBar));
    result = result.plus(cmsCap2CurveSensitivity.multipliedBy(cmsCap2PvBar));
    //Calibration strike dependency -- START
    result = result.plus(ccy, forward1CurveSensitivity.multipliedBy(strike1Bar));

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