@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(); }