public DayCountAnonymousInnerClass(ResolvedFixedCouponBondTest outerInstance, com.opengamma.strata.product.bond.ResolvedFixedCouponBond @base, com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod period, AtomicBoolean eom) { this.outerInstance = outerInstance; this.@base = @base; this.period = period; this.eom = eom; }
//------------------------------------------------------------------------- /// <summary> /// Calculates the forecast value sensitivity of a single fixed coupon payment period. /// <para> /// The forecast value sensitivity of the period is the sensitivity of the forecast value to /// the underlying curves. /// </para> /// <para> /// The forecast value sensitivity is zero and z-spread independent for the fixed payment. /// /// </para> /// </summary> /// <param name="period"> the period to price </param> /// <param name="discountFactors"> the discount factor provider </param> /// <returns> the forecast value curve sensitivity of the period </returns> public virtual PointSensitivityBuilder forecastValueSensitivity(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors) { return(PointSensitivityBuilder.none()); }