Beispiel #1
0
 /// <summary>
 /// Adds a single sensitivity to the builder.
 /// <para>
 /// Values with the same market data name and currency will be merged.
 ///
 /// </para>
 /// </summary>
 /// <param name="type">  the sensitivity type </param>
 /// <param name="curveName">  the curve name </param>
 /// <param name="currency">  the currency of the sensitivity </param>
 /// <param name="metadata">  the sensitivity metadata, not empty </param>
 /// <param name="sensitivityValue">  the sensitivity value </param>
 /// <returns> this, for chaining </returns>
 public CurveSensitivitiesBuilder add(CurveSensitivitiesType type, CurveName curveName, Currency currency, ParameterMetadata metadata, double sensitivityValue)
 {
     data.computeIfAbsent(type, t => CurrencyParameterSensitivities.builder()).add(curveName, currency, metadata, sensitivityValue);
     return(this);
 }
Beispiel #2
0
 //-------------------------------------------------------------------------
 /// <summary>
 /// Adds a sensitivity to the builder.
 /// <para>
 /// Values with the same market data name and currency will be merged.
 ///
 /// </para>
 /// </summary>
 /// <param name="type">  the sensitivity type </param>
 /// <param name="sensitivity">  the sensitivity to ad </param>
 /// <returns> this, for chaining </returns>
 public CurveSensitivitiesBuilder add(CurveSensitivitiesType type, CurrencyParameterSensitivity sensitivity)
 {
     data.computeIfAbsent(type, t => CurrencyParameterSensitivities.builder()).add(sensitivity);
     return(this);
 }