@Test(enabled = false) /** Analyzes the shape of the forward curve. */ public void marketQuoteSensitivityAnalysis() { final InflationProviderDiscount multicurves7 = CURVES_PAR_SPREAD_MQ_WITHOUT_TODAY_BLOCK.get(1).getFirst(); multicurves7.setAll(CURVES_PAR_SPREAD_MQ_WITHOUT_TODAY_BLOCK.get(0).getFirst()); final CurveBuildingBlockBundle blocks7 = CURVES_PAR_SPREAD_MQ_WITHOUT_TODAY_BLOCK.get(1).getSecond(); blocks7.addAll(CURVES_PAR_SPREAD_MQ_WITHOUT_TODAY_BLOCK.get(0).getSecond()); final double spreadJPYEUR = 0.0010; // 10bps final double notional = 100000; final GeneratorAttributeIR swapAttribute = new GeneratorAttributeIR(Period.ofYears(4)); final SwapFixedInflationZeroCouponDefinition swapDefinition = GENERATOR_INFALTION_SWAP.generateInstrument(NOW, spreadJPYEUR, notional, swapAttribute); final InstrumentDerivative swap = swapDefinition.toDerivative( NOW, new ZonedDateTimeDoubleTimeSeries[] { TS_PRICE_INDEX_USD_WITH_TODAY, TS_PRICE_INDEX_USD_WITH_TODAY }); final ParameterSensitivityInflationParameterCalculator<ParameterInflationProviderInterface> PSC = new ParameterSensitivityInflationParameterCalculator<>(PVCSDIC); final MarketQuoteInflationSensitivityBlockCalculator<ParameterInflationProviderInterface> MQSC = new MarketQuoteInflationSensitivityBlockCalculator<>(PSC); @SuppressWarnings("unused") final MultipleCurrencyParameterSensitivity mqs = MQSC.fromInstrument(swap, multicurves7, blocks7); }