Package com.opengamma.analytics.financial.interestrate

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


        minPrice = (bondForwardPrice[loopbasket] - BASKET[loopbasket].getAccruedInterest()) / CONVERSION_FACTOR[loopbasket];
        minIndex = loopbasket;
      }
    }
    InterestRateCurveSensitivity sensiBond = METHOD_BOND.dirtyPriceCurveSensitivity(BASKET[minIndex], CURVES);
    sensiBond = sensiBond.multipliedBy(1.0 / CONVERSION_FACTOR[minIndex]);
    sensiFuture = sensiFuture.cleaned();
    sensiBond = sensiBond.cleaned();
    for (int loopsensi = 0; loopsensi < sensiFuture.getSensitivities().get(CREDIT_CURVE_NAME).size(); loopsensi++) {
      assertEquals("Bond future security Discounting Method: curve sensitivity " + loopsensi, sensiBond.getSensitivities().get(CREDIT_CURVE_NAME).get(loopsensi).first, sensiFuture.getSensitivities()
          .get(CREDIT_CURVE_NAME).get(loopsensi).first, 1.0E-10);
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