// -------------------------------------------------------------------------
// calculates calibrated sum PV01 for all scenarios
MultiCurrencyScenarioArray pv01CalibratedSum(
ResolvedDsfTrade trade, RatesScenarioMarketData marketData) {
return MultiCurrencyScenarioArray.of(
marketData.getScenarioCount(),
i -> pv01CalibratedSum(trade, marketData.scenario(i).ratesProvider()));
}
// -------------------------------------------------------------------------
// calculates currency exposure for all scenarios
MultiCurrencyScenarioArray currencyExposure(
ResolvedDsfTrade trade, RatesScenarioMarketData marketData) {
return MultiCurrencyScenarioArray.of(
marketData.getScenarioCount(),
i -> currencyExposure(trade, marketData.scenario(i).ratesProvider()));
}