/**
* Combines this parameter sensitivities with another instance.
*
* <p>This returns a new sensitivity instance with a combined list of parameter sensitivities.
* This instance is immutable and unaffected by this method. The result may contain duplicate
* parameter sensitivities.
*
* @param other the other parameter sensitivities
* @return an instance based on this one, with the other instance added
*/
public CurveCurrencyParameterSensitivities combinedWith(
CurveCurrencyParameterSensitivities other) {
List<CurveCurrencyParameterSensitivity> mutable = new ArrayList<>(sensitivities);
for (CurveCurrencyParameterSensitivity otherSens : other.sensitivities) {
insert(mutable, otherSens);
}
return new CurveCurrencyParameterSensitivities(ImmutableList.copyOf(mutable));
}
/**
* Obtains an instance from a list of sensitivity entries.
*
* @param sensitivities the list of sensitivity entries
* @return the sensitivities instance
*/
public static CurveCurrencyParameterSensitivities of(
List<? extends CurveCurrencyParameterSensitivity> sensitivities) {
List<CurveCurrencyParameterSensitivity> mutable = new ArrayList<>();
for (CurveCurrencyParameterSensitivity otherSens : sensitivities) {
insert(mutable, otherSens);
}
return new CurveCurrencyParameterSensitivities(ImmutableList.copyOf(mutable));
}
/**
* Converts the sensitivities in this instance to an equivalent in the specified currency.
*
* <p>Any FX conversion that is required will use rates from the provider.
*
* @param resultCurrency the currency of the result
* @param rateProvider the provider of FX rates
* @return the sensitivity object expressed in terms of the result currency
* @throws RuntimeException if no FX rate could be found
*/
@Override
public CurveCurrencyParameterSensitivities convertedTo(
Currency resultCurrency, FxRateProvider rateProvider) {
List<CurveCurrencyParameterSensitivity> mutable = new ArrayList<>();
for (CurveCurrencyParameterSensitivity sens : sensitivities) {
insert(mutable, sens.convertedTo(resultCurrency, rateProvider));
}
return new CurveCurrencyParameterSensitivities(ImmutableList.copyOf(mutable));
}