// 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;
}
/**
* Calculates the value, such as par spread.
*
* <p>The value must be calculated using the specified rates provider.
*
* @param trade the trade
* @param provider the rates provider
* @return the sensitivity
* @throws IllegalArgumentException if the trade cannot be valued
*/
public double value(ResolvedTrade trade, RatesProvider provider) {
CalibrationMeasure<ResolvedTrade> measure = getMeasure(trade);
return measure.value(trade, provider);
}
