public double getParallelCS01( CDSQuoteConvention quote, CDSAnalytic analytic, ISDACompliantYieldCurve yieldCurve, double notional, CDSAnalytic[] pillars, double[] pillarSpreads) { double cs01; if (quote instanceof ParSpread) { cs01 = CALCULATOR.parallelCS01FromParSpreads( analytic, quote.getCoupon(), // ParSpread yieldCurve, pillars, pillarSpreads, ONE_BPS, BumpType.ADDITIVE); } else { cs01 = CALCULATOR.parallelCS01(analytic, quote, yieldCurve, ONE_BPS); } return Double.valueOf(cs01 * notional * ONE_BPS); }