ArgumentChecker.notNull(sensitivity, "Sensitivity");
ArgumentChecker.notNull(fixedCurves, "Fixed Curves");
ArgumentChecker.notNull(bundle, "Curve bundle");
MultipleCurrencyParameterSensitivity result = new MultipleCurrencyParameterSensitivity();
for (final Currency ccy : sensitivity.getCurrencies()) {
result = result.plus(pointToParameterSensitivity(ccy, sensitivity.getSensitivity(ccy), fixedCurves, bundle));
}
return result;
}
public MultipleCurrencyParameterSensitivity pointToParameterSensitivity(final Currency ccy, final InterestRateCurveSensitivity sensitivity, final Set<String> fixedCurves,