/// <summary>
/// Computes parallel CS01 for CDS index using a single credit curve.
/// <para>
/// This is coherent to the pricer <seealso cref="IsdaHomogenousCdsIndexTradePricer"/>.
/// The relevant credit curve must be stored in {@code RatesProvider}.
///
/// </para>
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="bucketCdsIndex"> the CDS index bucket </param>
/// <param name="ratesProvider"> the rates provider </param>
/// <param name="refData"> the reference data </param>
/// <returns> the parallel CS01 </returns>
public virtual CurrencyAmount parallelCs01(ResolvedCdsIndexTrade trade, IList <ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)
{
ResolvedCdsTrade cdsTrade = trade.toSingleNameCds();
//JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter:
IList <ResolvedCdsTrade> bucketCds = bucketCdsIndex.Select(ResolvedCdsIndexTrade::toSingleNameCds).ToList();
CurrencyAmount cs01Cds = parallelCs01(cdsTrade, bucketCds, ratesProvider, refData);
double indexFactor = getIndexFactor(cdsTrade.Product, ratesProvider);
return(cs01Cds.multipliedBy(indexFactor));
}
/// <summary>
/// Computes bucketed CS01 for CDS index using a single credit curve.
/// <para>
/// This is coherent to the pricer <seealso cref="IsdaHomogenousCdsIndexTradePricer"/>.
/// The relevant credit curve must be stored in {@code RatesProvider}.
///
/// </para>
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="bucketCdsIndex"> the CDS index bucket </param>
/// <param name="ratesProvider"> the rates provider </param>
/// <param name="refData"> the reference data </param>
/// <returns> the bucketed CS01 </returns>
public virtual CurrencyParameterSensitivity bucketedCs01(ResolvedCdsIndexTrade trade, IList <ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)
{
ResolvedCdsTrade cdsTrade = trade.toSingleNameCds();
//JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter:
IList <ResolvedCdsTrade> bucketCds = bucketCdsIndex.Select(ResolvedCdsIndexTrade::toSingleNameCds).ToList();
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
IList <ResolvedTradeParameterMetadata> metadata = bucketCdsIndex.Select(t => ResolvedTradeParameterMetadata.of(t, t.Product.ProtectionEndDate.ToString())).collect(Guavate.toImmutableList());
CurrencyParameterSensitivity bucketedCs01 = this.bucketedCs01(cdsTrade, bucketCds, metadata, ratesProvider, refData);
double indexFactor = getIndexFactor(cdsTrade.Product, ratesProvider);
return(bucketedCs01.multipliedBy(indexFactor));
}