// computes sensitivity with finite difference approximation
private CurrencyParameterSensitivities fdSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod period, ImmutableRatesProvider ratesProvider, LegalEntityDiscountingProvider issuerRatesProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
{
CurrencyParameterSensitivities sensi1 = FD_CAL.sensitivity(issuerRatesProvider, p => CurrencyAmount.of(USD, PRICER.presentValueWithZSpread(period, ratesProvider, p.issuerCurveDiscountFactors(CapitalIndexedBondCurveDataSet.IssuerId, USD), zSpread, compoundedRateType, periodsPerYear)));
CurrencyParameterSensitivities sensi2 = FD_CAL.sensitivity(ratesProvider, p => CurrencyAmount.of(USD, PRICER.presentValueWithZSpread(period, p, issuerRatesProvider.issuerCurveDiscountFactors(CapitalIndexedBondCurveDataSet.IssuerId, USD), zSpread, compoundedRateType, periodsPerYear)));
return(sensi1.combinedWith(sensi2));
}
// extracts the issuer curve discount factors for the bond
internal static IssuerCurveDiscountFactors issuerCurveDf(ResolvedBill bill, LegalEntityDiscountingProvider provider)
{
return(provider.issuerCurveDiscountFactors(bill.LegalEntityId, bill.Currency));
}