@Override
public Set<ComputedValue> getResults(
final InstrumentDerivative derivative,
final String curveName,
final InterpolatedYieldCurveSpecificationWithSecurities curveSpec,
final YieldCurveBundle curves,
final ValueSpecification resultSpec) {
final Map<String, Double> pv01 = CALCULATOR.visit(derivative, curves);
if (!pv01.containsKey(curveName)) {
throw new OpenGammaRuntimeException(
"Could not get PV01 for curve named " + curveName + "; should never happen");
}
return Collections.singleton(new ComputedValue(resultSpec, pv01.get(curveName)));
}
/**
* @deprecated Use the version that does not refer to funding or forward curves
* @see InterestRateInstrumentPV01Function
*/
@Deprecated
public class InterestRateInstrumentPV01FunctionDeprecated
extends InterestRateInstrumentCurveSpecificFunctionDeprecated {
private static final PV01Calculator CALCULATOR = PV01Calculator.getInstance();
public InterestRateInstrumentPV01FunctionDeprecated() {
super(ValueRequirementNames.PV01);
}
@Override
public Set<ComputedValue> getResults(
final InstrumentDerivative derivative,
final String curveName,
final InterpolatedYieldCurveSpecificationWithSecurities curveSpec,
final YieldCurveBundle curves,
final ValueSpecification resultSpec) {
final Map<String, Double> pv01 = CALCULATOR.visit(derivative, curves);
if (!pv01.containsKey(curveName)) {
throw new OpenGammaRuntimeException(
"Could not get PV01 for curve named " + curveName + "; should never happen");
}
return Collections.singleton(new ComputedValue(resultSpec, pv01.get(curveName)));
}
}