@Override public CurrencyParameterSensitivities parameterSensitivity(PointSensitivities pointSensitivities) { CurrencyParameterSensitivities sens = CurrencyParameterSensitivities.empty(); for (PointSensitivity point : pointSensitivities.getSensitivities()) { if (point instanceof BondFutureOptionSensitivity) { BondFutureOptionSensitivity pt = (BondFutureOptionSensitivity) point; if (pt.getVolatilitiesName().equals(getName())) { sens = sens.combinedWith(parameterSensitivity(pt)); } } } return sens; }