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.

    final List<DoublesPair> listDiscounting = new ArrayList<>();
    listDiscounting.add(new DoublesPair(deposit.getStartTime(), -deposit.getStartTime() * dfStart * dfStartBar));
    listDiscounting.add(new DoublesPair(deposit.getEndTime(), -deposit.getEndTime() * dfEnd * dfEndBar));
    mapDsc.put(multicurves.getName(issuerCcy), listDiscounting);
    MultipleCurrencyMulticurveSensitivity result = new MultipleCurrencyMulticurveSensitivity();
    result = result.plus(deposit.getCurrency(), MulticurveSensitivity.ofYieldDiscounting(mapDsc));
    return result;
  }


  /**
   * Computes the spread to be added to the deposit rate to have a zero present value.

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    final DoublesPair s = new DoublesPair(CPN_PAY.getPaymentTime(), pvpcsExpectedDouble);
    final List<DoublesPair> list = new ArrayList<>();
    list.add(s);
    mapDsc.put(MULTICURVES.getName(CPN_PAY.getCurrency()), list);
    MultipleCurrencyMulticurveSensitivity pvpcsExpected = new MultipleCurrencyMulticurveSensitivity();
    pvpcsExpected = pvpcsExpected.plus(CPN_PAY.getCurrency(), MulticurveSensitivity.ofYieldDiscounting(mapDsc));
    AssertSensivityObjects.assertEquals("CouponFixedAccruedCompounding: Present value parallel curve sensitivity by discounting", pvpcsExpected, pvpcsComputed, 1.0E-2);
  }


  @Test
  /**

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    final DoublesPair s = new DoublesPair(CPN_PAY_WITH_ACCRUAL_DATES.getPaymentTime(), pvpcsExpectedDouble);
    final List<DoublesPair> list = new ArrayList<>();
    list.add(s);
    mapDsc.put(MULTICURVES.getName(CPN_PAY_WITH_ACCRUAL_DATES.getCurrency()), list);
    MultipleCurrencyMulticurveSensitivity pvpcsExpected = new MultipleCurrencyMulticurveSensitivity();
    pvpcsExpected = pvpcsExpected.plus(CPN_PAY_WITH_ACCRUAL_DATES.getCurrency(), MulticurveSensitivity.ofYieldDiscounting(mapDsc));
    AssertSensivityObjects.assertEquals("CouponFixedAccruedCompounding: Present value parallel curve sensitivity by discounting", pvpcsExpected, pvpcsComputed, 1.0E-2);
  }


  @Test
  /**

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