Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity.multipliedBy()

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

   */
  public MultipleCurrencyMulticurveSensitivity presentValueCurveSensitivity(final BondFuturesTransaction futures, final IssuerProviderInterface issuerMulticurves) {
    Currency ccy = futures.getUnderlyingFuture().getCurrency();
    final MulticurveSensitivity priceSensitivity = METHOD_FUTURES_SEC.priceCurveSensitivity(futures.getUnderlyingFuture(), issuerMulticurves);
    final MultipleCurrencyMulticurveSensitivity transactionSensitivity = MultipleCurrencyMulticurveSensitivity.of(ccy,
        priceSensitivity.multipliedBy(futures.getUnderlyingFuture().getNotional() * futures.getQuantity()));
    return transactionSensitivity;
  }


}

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        bond.getQuantity());
    final double pvNominalAtSettlement = nominalAtSettlement.accept(PVDC, issuerMulticurves.getMulticurveProvider()).getAmount(ccy);
    final MulticurveSensitivity pvcsNominalAtSettlement = nominalAtSettlement.accept(PVSDC, issuerMulticurves.getMulticurveProvider()).getSensitivity(ccy);
    final MulticurveSensitivity pvcsBond = presentValueSensitivity(bond, issuerMulticurves).getSensitivity(ccy);
    final double pvBond = presentValue(bond, issuerMulticurves).getAmount(ccy);
    return pvcsBond.multipliedBy(-1 / pvNominalAtSettlement).plus(pvcsNominalAtSettlement.multipliedBy(pvBond / (pvNominalAtSettlement * pvNominalAtSettlement)));
  }


  public MulticurveSensitivity parSpreadCurveSensitivity(final BondIborTransaction bond, final IssuerProviderInterface issuerMulticurves) {
    ArgumentChecker.notNull(bond, "Bond");
    ArgumentChecker.notNull(issuerMulticurves, "Issuer and multi-curves provider");

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        bond.getQuantity());
    final double pvNominalAtSettlement = nominalAtSettlement.accept(PVDC, issuerMulticurves.getMulticurveProvider()).getAmount(ccy);
    final MulticurveSensitivity pvcsNominalAtSettlement = nominalAtSettlement.accept(PVSDC, issuerMulticurves.getMulticurveProvider()).getSensitivity(ccy);
    final MulticurveSensitivity pvcsBond = presentValueSensitivity(bond, issuerMulticurves).getSensitivity(ccy);
    final double pvBond = presentValue(bond, issuerMulticurves).getAmount(ccy);
    return pvcsBond.multipliedBy(-1 / pvNominalAtSettlement).plus(pvcsNominalAtSettlement.multipliedBy(pvBond / (pvNominalAtSettlement * pvNominalAtSettlement)));
  }


}

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    final double priceBar = 1.0;
    final double volatilityBar = priceAdjoint[2] * priceBar;
    final double forwardBar = priceAdjoint[1] * priceBar + volatilityAdjoint[1] * volatilityBar;
    final double priceFutureBar = -forwardBar;
    final MulticurveSensitivity priceFutureDerivative = METHOD_FUTURE.priceCurveSensitivity(security.getUnderlyingFuture(), sabrData.getMulticurveProvider());
    return priceFutureDerivative.multipliedBy(priceFutureBar);
  }


  /**
   * Computes the option security price curve sensitivity. The future price is computed without convexity adjustment.
   * @param security The future option security.

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    resultMapDsc.put(multicurves.getName(coupon.getCurrency()), list);
    final MulticurveSensitivity dfDp = MulticurveSensitivity.ofYieldDiscounting(resultMapDsc);
    return MultipleCurrencyMulticurveSensitivity.of(
        ccy,
        swapRateDp.multipliedBy(coupon.getPaymentYearFraction() * coupon.getNotional() * paymentDiscountFactor).plus(
            dfDp.multipliedBy(swapRate * coupon.getPaymentYearFraction() * coupon.getNotional())));
  }


}

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    list.add(new DoublesPair(cmsCapFloor.getPaymentTime(), sensiDF));
    final Map<String, List<DoublesPair>> resultMapDsc = new HashMap<>();
    resultMapDsc.put(sabrData.getMulticurveProvider().getName(ccy), list);
    final MulticurveSensitivity dscDp = MulticurveSensitivity.ofYieldDiscounting(resultMapDsc);
    final MulticurveSensitivity forwardDp = cmsCapFloor.getUnderlyingSwap().accept(PRCSDC, sabrData.getMulticurveProvider());
    return MultipleCurrencyMulticurveSensitivity.of(ccy, dscDp.plus(forwardDp.multipliedBy(deltaS0)));
  }


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

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    final List<DoublesPair> list = new ArrayList<>();
    list.add(new DoublesPair(cap.getPaymentTime(), dfDr));
    final Map<String, List<DoublesPair>> resultMap = new HashMap<>();
    resultMap.put(multicurve.getName(cap.getCurrency()), list);
    MulticurveSensitivity result = MulticurveSensitivity.ofYieldDiscounting(resultMap);
    result = result.multipliedBy(bsAdjoint[0]);
    result = result.plus(forwardDr.multipliedBy(df * bsAdjoint[1]));
    result = result.multipliedBy(cap.getNotional() * cap.getPaymentYearFraction());
    return MultipleCurrencyMulticurveSensitivity.of(cap.getCurrency(), result);
  }

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    final Map<String, List<DoublesPair>> resultMap = new HashMap<>();
    resultMap.put(multicurve.getName(cap.getCurrency()), list);
    MulticurveSensitivity result = MulticurveSensitivity.ofYieldDiscounting(resultMap);
    result = result.multipliedBy(bsAdjoint[0]);
    result = result.plus(forwardDr.multipliedBy(df * bsAdjoint[1]));
    result = result.multipliedBy(cap.getNotional() * cap.getPaymentYearFraction());
    return MultipleCurrencyMulticurveSensitivity.of(cap.getCurrency(), result);
  }


}

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    // Sensitivity from the CFE
    final Map<Double, MulticurveSensitivity> cfeCurveSensi = swap.accept(CFECSC, multicurvesHW.getMulticurveProvider());
    for (int loopcf = 0; loopcf < nbIbor; loopcf++) {
      final MulticurveSensitivity sensiCfe = cfeCurveSensi.get(cfeIbor.getNthPayment(loopcf).getPaymentTime());
      if (!(sensiCfe == null)) { // There is some sensitivity to that cfe. No sensi of the last cf.
        sensitivity = sensitivity.plus(sensiCfe.multipliedBy(cfeIborAmountBar[loopcf]));
      }
    }
    sensitivity = sensitivity.cleaned();
    return MultipleCurrencyMulticurveSensitivity.of(ccy, sensitivity);
  }

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    for (int loopjump = 0; loopjump < nbJump; loopjump++) {
      final Map<Double, MulticurveSensitivity> impactAmountDerivative = decision.getImpactAmountDerivative().get(loopjump);
      for (int loopimp = 0; loopimp < impactTime[loopjump].length; loopimp++) {
        final MulticurveSensitivity sensiCfe = impactAmountDerivative.get(impactTime[loopjump][loopimp]);
        if (!(sensiCfe == null)) { // There is some sensitivity to that cfe.
          result = result.plus(sensiCfe.multipliedBy(impactAmountBar[loopjump][loopimp]));
        }
      }
    }
    result = result.cleaned();
    return MultipleCurrencyMulticurveSensitivity.of(ccy, result);

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