@Override
public int compareKey(PointSensitivity other) {
if (other instanceof FxForwardSensitivity) {
FxForwardSensitivity otherFx = (FxForwardSensitivity) other;
return ComparisonChain.start()
.compare(currencyPair.toString(), otherFx.currencyPair.toString())
.compare(currency, otherFx.currency)
.compare(referenceCurrency, otherFx.referenceCurrency)
.compare(referenceDate, otherFx.referenceDate)
.result();
}
return getClass().getSimpleName().compareTo(other.getClass().getSimpleName());
}
@Override
public int compareKey(PointSensitivity other) {
if (other instanceof SwaptionSensitivity) {
SwaptionSensitivity otherSwpt = (SwaptionSensitivity) other;
return ComparisonChain.start()
.compare(currency, otherSwpt.currency)
.compare(expiry, otherSwpt.expiry)
.compare(tenor, otherSwpt.tenor)
.compare(strike, otherSwpt.strike)
.compare(forward, otherSwpt.forward)
.compare(convention.toString(), otherSwpt.convention.toString())
.result();
}
return getClass().getSimpleName().compareTo(other.getClass().getSimpleName());
}
@Override
public FxForwardSensitivity convertedTo(Currency resultCurrency, FxRateProvider rateProvider) {
return (FxForwardSensitivity) PointSensitivity.super.convertedTo(resultCurrency, rateProvider);
}
@Override
public SwaptionSensitivity convertedTo(Currency resultCurrency, FxRateProvider rateProvider) {
return (SwaptionSensitivity) PointSensitivity.super.convertedTo(resultCurrency, rateProvider);
}
