private CurveSensitivities sut() { return CurveSensitivities.of(INFO1, ZERO_RATE_DELTA, SENSI1); }
private CurveSensitivities sut2() { return CurveSensitivities.of(INFO2, ImmutableMap.of(ZERO_RATE_DELTA, SENSI1, ZERO_RATE_GAMMA, SENSI2)); }
/** * Builds the sensitivity from the provided data. * <p> * If all the values for a single sensitivity are tenor-based, or all are date-based, * then the resulting sensitivity will have the tenors sorted. * * @return the sensitivities instance */ public CurveSensitivities build() { return CurveSensitivities.of(info, MapStream.of(data) .mapValues(CurrencyParameterSensitivitiesBuilder::build) .toMap()); }