// determine the curve parameter sensitivities, removing the curency private UnitParameterSensitivities extractSensitivities( ResolvedTrade trade, RatesProvider provider) { CalibrationMeasure<ResolvedTrade> measure = getMeasure(trade); CurrencyParameterSensitivities paramSens = measure.sensitivities(trade, provider); UnitParameterSensitivities unitSens = UnitParameterSensitivities.empty(); for (CurrencyParameterSensitivity ccySens : paramSens.getSensitivities()) { unitSens = unitSens.combinedWith(ccySens.toUnitParameterSensitivity()); } return unitSens; }