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

com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity.plus()
Create a copy of the sensitivity and add a given sensitivity to it. @param other The sensitivity to add. @return The total sensitivity.

    InterestRateCurveSensitivity result = new InterestRateCurveSensitivity(resultForeignMap);
    final List<DoublesPair> listDomestic = new ArrayList<>();
    listDomestic.add(new DoublesPair(payTime, rDomesticBar * factor));
    final Map<String, List<DoublesPair>> resultDomesticMap = new HashMap<>();
    resultDomesticMap.put(domesticCurveName, listDomestic);
    result = result.plus(new InterestRateCurveSensitivity(resultDomesticMap));
    return MultipleCurrencyInterestRateCurveSensitivity.of(optionForex.getUnderlyingForex().getCurrency2(), result);
  }


  /**
   * Present value curve sensitivity with a generic instrument as argument.

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    final Annuity<? extends Payment> cap = capDefinition.toDerivative(REFERENCE_DATE, CURVES_NAME);
    InterestRateCurveSensitivity pvcsCalculator = new InterestRateCurveSensitivity(cap.accept(PVCSC_SABR, SABR_BUNDLE));
    pvcsCalculator = pvcsCalculator.cleaned();
    InterestRateCurveSensitivity pvcsExpected = new InterestRateCurveSensitivity();
    for (int loopcpn = 0; loopcpn < cap.getNumberOfPayments(); loopcpn++) {
      pvcsExpected = pvcsExpected.plus(new InterestRateCurveSensitivity(cap.getNthPayment(loopcpn).accept(PVCSC_SABR, SABR_BUNDLE)));
    }
    pvcsExpected = pvcsExpected.cleaned();
    AssertSensivityObjects.assertEquals("Cap annuity - SABR pv", pvcsExpected, pvcsCalculator, 1.0E-2);
  }

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    final List<DoublesPair> list = new ArrayList<>();
    list.add(new DoublesPair(cpnFixed.getPaymentTime(), numeraireDr * numeraireBar));
    final Map<String, List<DoublesPair>> numeraireMap = new HashMap<>();
    numeraireMap.put(cpnFixed.getFundingCurveName(), list);
    InterestRateCurveSensitivity result = new InterestRateCurveSensitivity(numeraireMap);
    result = result.plus(forwardModifiedDr.multipliedBy(forwardModifiedBar));
    result = result.cleaned();
    return result;
  }


  /**

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    final double nu = sabrData.getSABRParameter().getNu(expiryMaturity);
    final SABRFormulaData sabrParam = new SABRFormulaData(alpha, beta, rho, nu);
    final SABRExtrapolationRightFunction sabrExtrapolation = new SABRExtrapolationRightFunction(forward, sabrParam, _cutOffStrike, swaption.getTimeToExpiry(), _mu);
    final double price = sabrExtrapolation.price(swaption);
    result = result.multipliedBy(pvbp * price);
    result = result.plus(forwardDr.multipliedBy(discountFactorSettle * (pvbpDf * price + pvbp * sabrExtrapolation.priceDerivativeForward(swaption))));
    if (!swaption.isLong()) {
      result = result.multipliedBy(-1);
    }
    return result;
  }

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    final ForexOptionVanillaDefinition forexOptionDefinitionCall = new ForexOptionVanillaDefinition(forexUnderlyingDefinition, expDate, isCall, isLong);
    final ForexOptionVanilla forexOptionCall = forexOptionDefinitionCall.toDerivative(REFERENCE_DATE, CURVES_NAME);
    final MultipleCurrencyInterestRateCurveSensitivity sensi = forexOptionCall.accept(PVCSC_BLACK, SMILE_BUNDLE);
    final InterestRateCurveSensitivity sensiConverted = PVCSCC_BLACK.visit(forexOptionCall, SMILE_BUNDLE);
    InterestRateCurveSensitivity sensiComp = new InterestRateCurveSensitivity();
    sensiComp = sensiComp.plus(CURVES_NAME[1], sensi.getSensitivity(USD).getSensitivities().get(CURVES_NAME[1]));
    sensiComp = sensiComp.plus(CURVES_NAME[0], InterestRateCurveSensitivityUtils.multiplySensitivity(sensi.getSensitivity(USD).getSensitivities().get(CURVES_NAME[0]), SPOT));
    AssertSensivityObjects.assertEquals("Forex Option: present value curve sensitivity converted", sensiConverted, sensiComp, TOLERANCE_DELTA);
  }


  @Test

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    final ForexOptionVanilla forexOptionCall = forexOptionDefinitionCall.toDerivative(REFERENCE_DATE, CURVES_NAME);
    final MultipleCurrencyInterestRateCurveSensitivity sensi = forexOptionCall.accept(PVCSC_BLACK, SMILE_BUNDLE);
    final InterestRateCurveSensitivity sensiConverted = PVCSCC_BLACK.visit(forexOptionCall, SMILE_BUNDLE);
    InterestRateCurveSensitivity sensiComp = new InterestRateCurveSensitivity();
    sensiComp = sensiComp.plus(CURVES_NAME[1], sensi.getSensitivity(USD).getSensitivities().get(CURVES_NAME[1]));
    sensiComp = sensiComp.plus(CURVES_NAME[0], InterestRateCurveSensitivityUtils.multiplySensitivity(sensi.getSensitivity(USD).getSensitivities().get(CURVES_NAME[0]), SPOT));
    AssertSensivityObjects.assertEquals("Forex Option: present value curve sensitivity converted", sensiConverted, sensiComp, TOLERANCE_DELTA);
  }


  @Test
  /**

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