//------------------------------------------------------------------------- public override UnitParameterSensitivity createParameterSensitivity(DoubleArray sensitivities) { UnitParameterSensitivity baseSens = baseCurve.createParameterSensitivity(sensitivities.subArray(0, baseCurve.ParameterCount)); UnitParameterSensitivity spreadSens = spreadCurve.createParameterSensitivity(sensitivities.subArray(baseCurve.ParameterCount, sensitivities.size())); return(UnitParameterSensitivity.combine(Name, baseSens, spreadSens)); }
public UnitParameterSensitivity yValueParameterSensitivity(double x) { UnitParameterSensitivity baseSens = baseCurve.yValueParameterSensitivity(x); UnitParameterSensitivity spreadSens = spreadCurve.yValueParameterSensitivity(x); return(UnitParameterSensitivity.combine(Name, baseSens, spreadSens)); }