private CurrencyParameterSensitivity parameterSensitivity(IborFutureOptionSensitivity point) { double simpleMoneyness = moneynessOnPrice ? point.getStrikePrice() - point.getFuturePrice() : point.getFuturePrice() - point.getStrikePrice(); UnitParameterSensitivity unitSens = surface.zValueParameterSensitivity(point.getExpiry(), simpleMoneyness); return unitSens.multipliedBy(point.getCurrency(), point.getSensitivity()); }