/**
* Compute the present value sensitivity to rates of a bond future by discounting.
*
* @param future The future.
* @param issuerMulticurves The issuer and multi-curves provider.
* @return The present value rate sensitivity.
*/
public MultipleCurrencyMulticurveSensitivity presentValueCurveSensitivity(
final BondFuture future, final IssuerProviderInterface issuerMulticurves) {
Currency ccy = future.getCurrency();
final MulticurveSensitivity priceSensitivity = priceCurveSensitivity(future, issuerMulticurves);
final MultipleCurrencyMulticurveSensitivity transactionSensitivity =
MultipleCurrencyMulticurveSensitivity.of(
ccy, priceSensitivity.multipliedBy(future.getNotional()));
return transactionSensitivity;
}
