public Double calcDiscountRateSensitivity(final VarianceSwap swap, final StaticReplicationDataBundle market, final double shift) {
ArgumentChecker.notNull(market, "market");
ArgumentChecker.notNull(swap, "swap");
// Sensitivity from the discounting
final VarianceSwapStaticReplication pricer = new VarianceSwapStaticReplication();
final double pv = pricer.presentValue(swap, market);
final double timeToSettlement = swap.getTimeToSettlement();
// Sensitivity from forward projection
final double fwdSens = calcForwardSensitivity(swap, market, shift);
final double fwd = market.getForwardCurve().getForward(timeToSettlement);