/** * Obtains an instance from the specified name. * <p> * Value types must only contains the characters A-Z, a-z, 0-9 and -. * * @param name the name of the field * @return a field with the specified name */ @FromString public static CurveSensitivitiesType of(String name) { return new CurveSensitivitiesType(name); }
ParameterMetadata metadata = parseMetadata(batchRow, true); CurveSensitivitiesType type = batchRow.findValue(TYPE_HEADER) .map(str -> CurveSensitivitiesType.of(str)) .orElse(CurveSensitivitiesType.ZERO_RATE_DELTA); for (Entry<String, CurveName> entry : references.entrySet()) {
double value = paramSens.getSensitivity().get(i); csv.writeCell(reference); csv.writeCell(type.getName()); csv.writeCell(tenor.toString()); if (containsDates) {
String headerLowerCase = header.toLowerCase(Locale.ENGLISH); if (!TYPE_HEADERS.contains(headerLowerCase) && !resolver.isInfoColumn(headerLowerCase)) { types.put(header, CurveSensitivitiesType.of(header.replace(" ", "")));
CurveName reference = CurveName.of(batchRow.getValue(REFERENCE_HEADER)); CurveName resolvedCurveName = resolver.checkCurveName(reference); CurveSensitivitiesType type = CurveSensitivitiesType.of(batchRow.getValue(TYPE_HEADER)); ParameterMetadata metadata = parseMetadata(batchRow, false); Currency currency = parseCurrency(batchRow, reference);