Examples of com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity.multipliedBy()

com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity.multipliedBy()
Create a new sensitivity object containing the original sensitivity multiplied by a common factor. @param factor The multiplicative factor. @return The multiplied sensitivity.

    final Map<String, List<DoublesPair>> resultMap = new HashMap<>();
    resultMap.put(annuityFixed.getNthPayment(0).getFundingCurveName(), list);
    InterestRateCurveSensitivity result = new InterestRateCurveSensitivity(resultMap);
    result = result.plus(forwardDr.multipliedBy(discountFactorSettle * (pvbpDf * bsAdjoint[0] + pvbp * bsAdjoint[1])));
    if (!swaption.isLong()) {
      result = result.multipliedBy(-1);
    }
    return result;
  }


  /**

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    final Map<String, List<DoublesPair>> resultMap = new HashMap<>();
    final List<DoublesPair> listDf = new ArrayList<>();
    listDf.add(new DoublesPair(bond.getSettlementTime(), bond.getSettlementTime() / df));
    resultMap.put(bond.getRepoCurveName(), listDf);
    InterestRateCurveSensitivity result = new InterestRateCurveSensitivity(resultMap);
    result = result.multipliedBy(pv / notional);
    result = result.plus(sensiPv.multipliedBy(1 / (df * notional)));
    return result;
  }


  /**

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    final double[] priceAdjoint = BLACK_FUNCTION.getPriceAdjoint(option, dataBlack);
    // Backward sweep
    final double priceBar = 1.0;
    final double priceFutureBar = priceAdjoint[1] * priceBar;
    final InterestRateCurveSensitivity priceFutureDerivative = METHOD_FUTURE.priceCurveSensitivity(security.getUnderlyingFuture(), blackData);
    return priceFutureDerivative.multipliedBy(priceFutureBar);
  }


  /**
   * Computes the option security price curve sensitivity.
   * It is supposed that for a given strike the volatility does not change with the curves.

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   * @param curves The yield curve bundle.
   * @return The present value curve sensitivity.
   */
  public InterestRateCurveSensitivity presentValueCurveSensitivity(final InterestRateFutureOptionMarginTransaction transaction, final YieldCurveBundle curves) {
    final InterestRateCurveSensitivity securitySensitivity = _securityMethod.priceCurveSensitivity(transaction.getUnderlyingOption(), curves);
    return securitySensitivity.multipliedBy(transaction.getQuantity() * transaction.getUnderlyingOption().getUnderlyingFuture().getNotional()
        * transaction.getUnderlyingOption().getUnderlyingFuture().getPaymentAccrualFactor());
  }


}

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        priceMin = priceFromBond[loopbasket];
        indexCTD = loopbasket;
      }
    }
    InterestRateCurveSensitivity result = BOND_METHOD.dirtyPriceCurveSensitivity(future.getDeliveryBasket()[indexCTD], curves);
    result = result.multipliedBy(1.0 / future.getConversionFactor()[indexCTD]);
    return result;
  }


  /**
   * Compute the present value sensitivity to rates of a bond future by discounting.

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      final SABRFormulaData sabrParam = new SABRFormulaData(alpha, beta, rho, nu);
      final SABRExtrapolationRightFunction sabrExtrapolation = new SABRExtrapolationRightFunction(forward, sabrParam, _cutOffStrike, cap.getFixingTime(), _mu);
      bsPrice = sabrExtrapolation.price(option);
      bsDforward = sabrExtrapolation.priceDerivativeForward(option);
    }
    result = result.multipliedBy(bsPrice);
    result = result.plus(forwardDr.multipliedBy(bsDforward));
    result = result.multipliedBy(cap.getNotional() * cap.getPaymentYearFraction());
    return result;
  }

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      bsPrice = sabrExtrapolation.price(option);
      bsDforward = sabrExtrapolation.priceDerivativeForward(option);
    }
    result = result.multipliedBy(bsPrice);
    result = result.plus(forwardDr.multipliedBy(bsDforward));
    result = result.multipliedBy(cap.getNotional() * cap.getPaymentYearFraction());
    return result;
  }


  /**
   * Computes the present value SABR sensitivity of a cap/floor in the SABR framework with extrapolation on the right.

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    final ParRateCurveSensitivityCalculator parRateSensCal = ParRateCurveSensitivityCalculator.getInstance();
    final InterestRateCurveSensitivity swapRateSens = new InterestRateCurveSensitivity(cmsCoupon.getUnderlyingSwap().accept(parRateSensCal, curves));
    final InterestRateCurveSensitivity payDFSens = new InterestRateCurveSensitivity(PresentValueCurveSensitivityCalculator.discountFactorSensitivity(fundingCurveName, fundingCurve, paymentTime));
    InterestRateCurveSensitivity result = swapRateSens.multipliedBy(paymentDiscountFactor);
    result = result.plus(payDFSens.multipliedBy(swapRate));
    result = result.multipliedBy(cmsCoupon.getNotional() * cmsCoupon.getPaymentYearFraction());
    return result;
  }
}

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    list.add(new DoublesPair(cmsCapFloor.getPaymentTime(), sensiDF));
    final Map<String, List<DoublesPair>> resultMap = new HashMap<>();
    resultMap.put(cmsCapFloor.getUnderlyingSwap().getFixedLeg().getNthPayment(0).getFundingCurveName(), list);
    InterestRateCurveSensitivity result = new InterestRateCurveSensitivity(resultMap);
    final InterestRateCurveSensitivity forwardDr = new InterestRateCurveSensitivity(cmsCapFloor.getUnderlyingSwap().accept(PRSC, sabrData));
    result = result.plus(forwardDr.multipliedBy(deltaS0));
    return result;
  }


  /**
   * Computes the present value sensitivity to the SABR parameters of a CMS cap/floor by replication in SABR framework with extrapolation on the right.

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   * @return The security price curve sensitivity.
   */
  public InterestRateCurveSensitivity priceCurveSensitivity(final InterestRateFutureOptionMarginSecurity security, final YieldCurveWithBlackCubeBundle blackData) {
    final double priceFutureBar = optionPriceDelta(security, blackData);
    final InterestRateCurveSensitivity priceFutureDerivative = METHOD_FUTURE.priceCurveSensitivity(security.getUnderlyingFuture(), blackData);
    return priceFutureDerivative.multipliedBy(priceFutureBar);
  }


  @Override
  public InterestRateCurveSensitivity priceCurveSensitivity(final InterestRateFutureOptionMarginSecurity security, final YieldCurveBundle curves) {
    ArgumentChecker.isTrue(curves instanceof YieldCurveWithBlackCubeBundle, "Yield curve bundle should contain Black cube");

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