@Override
public MultipleCurrencyCurveSensitivityMarket visitSwap(
final Swap<?, ?> swap, final IMarketBundle market) {
final MultipleCurrencyCurveSensitivityMarket sensitivity1 = visit(swap.getFirstLeg(), market);
final MultipleCurrencyCurveSensitivityMarket sensitivity2 = visit(swap.getSecondLeg(), market);
return sensitivity1.plus(sensitivity2);
}
@Override
public MultipleCurrencyCurveSensitivityMarket visitGenericAnnuity(
final Annuity<? extends Payment> annuity, final IMarketBundle market) {
ArgumentChecker.notNull(annuity, "Annuity");
ArgumentChecker.notNull(market, "Market");
MultipleCurrencyCurveSensitivityMarket cs = visit(annuity.getNthPayment(0), market);
for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
cs = cs.plus(visit(annuity.getNthPayment(loopp), market));
}
return cs;
}
