Examples of PresentValueCurveSensitivityDiscountingCalculator


Examples of com.opengamma.analytics.financial.provider.calculator.discounting.PresentValueCurveSensitivityDiscountingCalculator

    long startTime, endTime;
    final int nbTest = 10;

    final PresentValueDiscountingCalculator pvdCalculator = PresentValueDiscountingCalculator.getInstance();
    final PresentValueCurveSensitivityDiscountingCalculator pvcsdCalculator = PresentValueCurveSensitivityDiscountingCalculator.getInstance();
    final ParameterSensitivityParameterCalculator<MulticurveProviderInterface> psCalculator = new ParameterSensitivityParameterCalculator<>(pvcsdCalculator);

    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 5, 14);

    final int nbSwap = 100;
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