Examples of parRateCurveSensitivity()


Examples of com.opengamma.analytics.financial.interestrate.fra.method.ForwardRateAgreementDiscountingMethod.parRateCurveSensitivity()

  }

  @Override
  public Map<String, List<DoublesPair>> visitForwardRateAgreement(final ForwardRateAgreement fra, final YieldCurveBundle curves) {
    final ForwardRateAgreementDiscountingMethod method = ForwardRateAgreementDiscountingMethod.getInstance();
    return method.parRateCurveSensitivity(fra, curves).getSensitivities();
  }

  @Override
  public Map<String, List<DoublesPair>> visitInterestRateFutureTransaction(final InterestRateFutureTransaction future, final YieldCurveBundle curves) {
    final String curveName = future.getForwardCurveName();
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