// the sensitivity of the forecast value given the clean price
internal virtual PointSensitivityBuilder forecastValueSensitivityStandardFromCleanPrice(ResolvedCapitalIndexedBond product, RatesProvider ratesProvider, LocalDate standardSettlementDate, double realCleanPrice)
{
if (product.YieldConvention.Equals(CapitalIndexedBondYieldConvention.GB_IL_FLOAT))
{
return(PointSensitivityBuilder.none());
}
double notional = product.Notional;
double netAmountReal = realCleanPrice * notional + product.accruedInterest(standardSettlementDate);
PointSensitivityBuilder indexRatioSensi = productPricer.indexRatioSensitivity(product, ratesProvider, standardSettlementDate);
return(indexRatioSensi.multipliedBy(netAmountReal));
}
