//-----------------------------------------------------------------------
/// <summary>
/// Gets a sensitivity instance by type, throwing an exception if not found.
/// </summary>
/// <param name="type"> the type to get </param>
/// <returns> the sensitivity </returns>
/// <exception cref="IllegalArgumentException"> if the type is not found </exception>
public CurrencyParameterSensitivities getTypedSensitivity(CurveSensitivitiesType type)
{
CurrencyParameterSensitivities sens = typedSensitivities.get(type);
if (sens == null)
{
throw new System.ArgumentException("Unable to find sensitivities: " + type);
}
return(sens);
}
/// <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);
}
//-------------------------------------------------------------------------
/// <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);
}
/// <summary>
/// Finds a sensitivity instance by type, returning empty if not found.
/// </summary>
/// <param name="type"> the type to find </param>
/// <returns> the sensitivity, empty if not found </returns>
public Optional <CurrencyParameterSensitivities> findTypedSensitivity(CurveSensitivitiesType type)
{
return(Optional.ofNullable(typedSensitivities.get(type)));
}
/// <summary>
/// Obtains an instance from a single set of sensitivities.
/// </summary>
/// <param name="info"> the additional information </param>
/// <param name="type"> the type of the sensitivities </param>
/// <param name="sensitivities"> the sensitivities </param>
/// <returns> the sensitivities instance </returns>
public static CurveSensitivities of(PortfolioItemInfo info, CurveSensitivitiesType type, CurrencyParameterSensitivities sensitivities)
{
return(new CurveSensitivities(info, ImmutableMap.of(type, sensitivities)));
}
