Examples of com.opengamma.analytics.financial.forex.method.MultipleCurrencyInterestRateCurveSensitivity.plus()

com.opengamma.analytics.financial.forex.method.MultipleCurrencyInterestRateCurveSensitivity.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.


  @Override
  public MultipleCurrencyInterestRateCurveSensitivity visitGenericAnnuity(final Annuity<? extends Payment> annuity, final YieldCurveBundle data) {
    MultipleCurrencyInterestRateCurveSensitivity sensi = new MultipleCurrencyInterestRateCurveSensitivity();
    for (final Payment p : annuity.getPayments()) {
      sensi = sensi.plus(p.accept(this, data));
    }
    return sensi;
  }


  @Override

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        final Currency ccy = deserializer.fieldValueToObject(Currency.class, currencyNameFields.get(i));
        final InterestRateCurveSensitivity sensitivity = deserializer.fieldValueToObject(InterestRateCurveSensitivity.class, sensitivitiesFields.get(i));
        if (result == null) {
          result = MultipleCurrencyInterestRateCurveSensitivity.of(ccy, sensitivity);
        } else {
          result = result.plus(ccy, sensitivity);
        }
      }
      return result;
    }

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    usdData.put("B", Lists.newArrayList(new DoublesPair(10, 20), new DoublesPair(30, 40), new DoublesPair(50, 60)));
    final Map<String, List<DoublesPair>> eurData = new HashMap<String, List<DoublesPair>>();
    eurData.put("C", Lists.newArrayList(new DoublesPair(11, 12), new DoublesPair(13, 14), new DoublesPair(15, 16)));
    eurData.put("D", Lists.newArrayList(new DoublesPair(110, 120), new DoublesPair(130, 140), new DoublesPair(150, 160)));
    final MultipleCurrencyInterestRateCurveSensitivity sensitivity = MultipleCurrencyInterestRateCurveSensitivity.of(Currency.USD, new InterestRateCurveSensitivity(usdData));
    sensitivity.plus(Currency.EUR, new InterestRateCurveSensitivity(eurData));
    assertEquals(sensitivity, cycleObject(MultipleCurrencyInterestRateCurveSensitivity.class, sensitivity));
  }
}

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