Java BillSecurityDiscountingMethod.presentValueCurveSensitivity Examples

Example #1

File: PresentValueCurveSensitivityCalculator.java Project: rjattrill/OG-Platform

 @Override
 public Map<String, List<DoublesPair>> visitBillSecurity(
     final BillSecurity bill, final YieldCurveBundle curves) {
   return METHOD_BILL_SECURITY.presentValueCurveSensitivity(bill, curves).getSensitivities();
 }