pvsDF.put(multicurvesHW.getMulticurveProvider().getName(ccy), listDfSensi);
final double dfPaymentBar = (a0 + a2 / 2) * cms.getNotional() * cms.getPaymentYearFraction() * pvBar;
final DoublesPair dfPaymentSensi = new DoublesPair(payTimeCMS, -payTimeCMS * dfPayment * dfPaymentBar); // Sensi to dfPayment
listDfSensi.add(dfPaymentSensi);
MulticurveSensitivity sensitivity = MulticurveSensitivity.ofYieldDiscounting(pvsDF);
sensitivity = sensitivity.cleaned();
// Sensitivity from the CFE
final Map<Double, MulticurveSensitivity> cfeCurveSensi = swap.accept(CFECSC, multicurvesHW.getMulticurveProvider());
for (int loopcf = 0; loopcf < nbIbor; loopcf++) {
final MulticurveSensitivity sensiCfe = cfeCurveSensi.get(cfeIbor.getNthPayment(loopcf).getPaymentTime());
if (!(sensiCfe == null)) { // There is some sensitivity to that cfe. No sensi of the last cf.