public int compareKey(PointSensitivity other)
{
if (other is InflationRateSensitivity)
{
InflationRateSensitivity otherInflation = (InflationRateSensitivity)other;
return(ComparisonChain.start().compare(Index.ToString(), otherInflation.Index.ToString()).compare(currency, otherInflation.currency).compare(observation.FixingMonth, otherInflation.observation.FixingMonth).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is DummyPointSensitivity)
{
DummyPointSensitivity otherZero = (DummyPointSensitivity)other;
return(ComparisonChain.start().compare(curveCurrency, otherZero.curveCurrency).compare(currency, otherZero.currency).compare(date, otherZero.date).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is BondFutureOptionSensitivity)
{
BondFutureOptionSensitivity otherOption = (BondFutureOptionSensitivity)other;
return(ComparisonChain.start().compare(volatilitiesName.ToString(), otherOption.volatilitiesName.ToString()).compare(expiry, otherOption.expiry).compare(futureExpiryDate, otherOption.futureExpiryDate).compare(strikePrice, otherOption.strikePrice).compare(futurePrice, otherOption.futurePrice).compare(currency, otherOption.currency).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is SwaptionSensitivity)
{
SwaptionSensitivity otherSwpt = (SwaptionSensitivity)other;
return(ComparisonChain.start().compare(volatilitiesName, otherSwpt.volatilitiesName).compare(currency, otherSwpt.currency).compare(expiry, otherSwpt.expiry).compare(tenor, otherSwpt.tenor).compare(strike, otherSwpt.strike).compare(forward, otherSwpt.forward).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is ZeroRateSensitivity)
{
ZeroRateSensitivity otherZero = (ZeroRateSensitivity)other;
return(ComparisonChain.start().compare(curveCurrency, otherZero.curveCurrency).compare(currency, otherZero.currency).compare(yearFraction, otherZero.yearFraction).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is FxForwardSensitivity)
{
FxForwardSensitivity otherFx = (FxForwardSensitivity)other;
return(ComparisonChain.start().compare(currencyPair.ToString(), otherFx.currencyPair.ToString()).compare(currency, otherFx.currency).compare(referenceCurrency, otherFx.referenceCurrency).compare(referenceDate, otherFx.referenceDate).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is FxOptionSensitivity)
{
FxOptionSensitivity otherOption = (FxOptionSensitivity)other;
return(ComparisonChain.start().compare(volatilitiesName, otherOption.volatilitiesName).compare(currencyPair.ToString(), otherOption.currencyPair.ToString()).compare(expiry, otherOption.expiry).compare(strike, otherOption.strike).compare(forward, otherOption.forward).compare(currency, otherOption.currency).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is CreditCurveZeroRateSensitivity)
{
CreditCurveZeroRateSensitivity otherZero = (CreditCurveZeroRateSensitivity)other;
return(ComparisonChain.start().compare(zeroRateSensitivity.YearFraction, otherZero.zeroRateSensitivity.YearFraction).compare(zeroRateSensitivity.Currency, otherZero.zeroRateSensitivity.Currency).compare(zeroRateSensitivity.CurveCurrency, otherZero.zeroRateSensitivity.CurveCurrency).compare(legalEntityId, otherZero.legalEntityId).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is FxIndexSensitivity)
{
FxIndexSensitivity otherFx = (FxIndexSensitivity)other;
return(ComparisonChain.start().compare(Index.ToString(), otherFx.Index.ToString()).compare(currency, otherFx.currency).compare(referenceCurrency, otherFx.referenceCurrency).compare(observation.FixingDate, otherFx.observation.FixingDate).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is OvernightRateSensitivity)
{
OvernightRateSensitivity otherOn = (OvernightRateSensitivity)other;
return(ComparisonChain.start().compare(Index.ToString(), otherOn.Index.ToString()).compare(currency, otherOn.currency).compare(observation.FixingDate, otherOn.observation.FixingDate).compare(endDate, otherOn.endDate).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public int compareKey(PointSensitivity other)
{
if (other is IborCapletFloorletSabrSensitivity)
{
IborCapletFloorletSabrSensitivity otherSwpt = (IborCapletFloorletSabrSensitivity)other;
return(ComparisonChain.start().compare(volatilitiesName, otherSwpt.volatilitiesName).compare(currency, otherSwpt.currency).compare(expiry, otherSwpt.expiry).compare(sensitivityType, otherSwpt.sensitivityType).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}