@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _curve.hashCode();
return result;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + _ccyPair.hashCode();
result = prime * result + _forwardPoints.hashCode();
result = prime * result + _multicurveProvider.hashCode();
return result;
}
@Override
public double[] getInterestRateParameterSensitivity(double time) {
Double[] dfSensitivity = _curve.getYValueParameterSensitivity(time);
double[] rSensitivity = new double[dfSensitivity.length];
double df = getDiscountFactor(time);
for (int loopp = 0; loopp < dfSensitivity.length; loopp++) {
rSensitivity[loopp] = -dfSensitivity[loopp] / (time * df);
}
return rSensitivity;
}
@Override
public double getDiscountFactor(final double t) {
return _curve.getYValue(t);
}
/**
* Builder from a DoublesCurve using the name of the DoublesCurve as the name of the
* DiscountCurve.
*
* @param discountFactorCurve The underlying curve based on discount factors.
* @return The discount curve.
*/
public static DiscountCurve from(final DoublesCurve discountFactorCurve) {
ArgumentChecker.notNull(discountFactorCurve, "Curve");
return new DiscountCurve(discountFactorCurve.getName(), discountFactorCurve);
}
@Override
public int getNumberOfParameters() {
return _curve.size();
}
