@Override
public Result<ReferenceAmount<Pair<String, Currency>>> calculatePV01(
Environment env, DeliverableSwapFutureTrade trade) {
Result<DeliverableSwapFutureCalculator> calculatorResult =
_deliverableSwapFutureCalculatorFactory.createCalculator(env, trade);
if (!calculatorResult.isSuccess()) {
return Result.failure(calculatorResult);
}
return calculatorResult.getValue().calculatePV01();
}
@Override
public Result<BucketedCurveSensitivities> calculateBucketedZeroIRDelta(
Environment env, DeliverableSwapFutureTrade trade) {
Result<DeliverableSwapFutureCalculator> calculatorResult =
_deliverableSwapFutureCalculatorFactory.createCalculator(env, trade);
if (!calculatorResult.isSuccess()) {
return Result.failure(calculatorResult);
}
return calculatorResult.getValue().calculateBucketedZeroIRDelta();
}
@Override
public Result<Double> calculateSecurityModelPrice(
Environment env, DeliverableSwapFutureTrade trade) {
Result<DeliverableSwapFutureCalculator> calculatorResult =
_deliverableSwapFutureCalculatorFactory.createCalculator(env, trade);
if (!calculatorResult.isSuccess()) {
return Result.failure(calculatorResult);
}
return calculatorResult.getValue().calculateSecurityModelPrice();
}
