/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.fixedincome; import java.util.Collections; import java.util.Map; import java.util.Set; import com.opengamma.OpenGammaRuntimeException; import com.opengamma.analytics.financial.interestrate.InstrumentDerivative; import com.opengamma.analytics.financial.interestrate.ParRateParallelSensitivityCalculator; import com.opengamma.analytics.financial.interestrate.YieldCurveBundle; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.function.FunctionInputs; import com.opengamma.engine.value.ComputedValue; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.engine.value.ValueSpecification; /** * Function that calculates the sensitivity of the par rate to a parallel curve shift. * @deprecated The parent function is deprecated */ @Deprecated public class InterestRateInstrumentParRateParallelCurveSensitivityFunction extends InterestRateInstrumentCurveSpecificFunction { private static final ParRateParallelSensitivityCalculator CALCULATOR = ParRateParallelSensitivityCalculator.getInstance(); public InterestRateInstrumentParRateParallelCurveSensitivityFunction() { super(ValueRequirementNames.PAR_RATE_PARALLEL_CURVE_SHIFT); } @Override public Set<ComputedValue> getResults(final InstrumentDerivative derivative, final String curveName, final YieldCurveBundle curves, final String curveCalculationConfigName, final String curveCalculationMethod, final FunctionInputs inputs, final ComputationTarget target, final ValueSpecification resultSpec) { final Map<String, Double> sensitivities = CALCULATOR.visit(derivative, curves); if (!sensitivities.containsKey(curveName)) { throw new OpenGammaRuntimeException("Could not get par rate parallel curve shift sensitivity for curve named " + curveName + "; should never happen"); } return Collections.singleton(new ComputedValue(resultSpec, sensitivities.get(curveName))); } }