public static Amount CalculateCurvatureAmount(Sensitivity sensitivity)
{
if (sensitivity == null)
{
throw new ArgumentNullException(nameof(sensitivity));
}
if (sensitivity.Category != SensitivityCategory.Vega)
{
throw new ArgumentException("Invalid sensitivity specified.", nameof(sensitivity));
}
Decimal days = sensitivity.Tenor.Days;
Decimal scaledDays = ModelParameters.GetCurvatureScaledDays(days);
return(sensitivity.Amount * scaledDays);
}