Package com.opengamma.analytics.financial.interestrate.bond.method

Examples of com.opengamma.analytics.financial.interestrate.bond.method.BondTransactionDiscountingMethod.presentValueSensitivity()


  }

  @Override
  public Map<String, List<DoublesPair>> visitBondFixedTransaction(final BondFixedTransaction bond, final YieldCurveBundle curves) {
    final BondTransactionDiscountingMethod method = BondTransactionDiscountingMethod.getInstance();
    return method.presentValueSensitivity(bond, curves).getSensitivities();
  }

  @Override
  public Map<String, List<DoublesPair>> visitBondIborTransaction(final BondIborTransaction bond, final YieldCurveBundle curves) {
    final BondTransactionDiscountingMethod method = BondTransactionDiscountingMethod.getInstance();
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  }

  @Override
  public Map<String, List<DoublesPair>> visitBondIborTransaction(final BondIborTransaction bond, final YieldCurveBundle curves) {
    final BondTransactionDiscountingMethod method = BondTransactionDiscountingMethod.getInstance();
    return method.presentValueSensitivity(bond, curves).getSensitivities();
  }

  @Override
  public Map<String, List<DoublesPair>> visitBillSecurity(final BillSecurity bill, final YieldCurveBundle curves) {
    return METHOD_BILL_SECURITY.presentValueCurveSensitivity(bill, curves).getSensitivities();
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