@Override public RepoCurveZeroRateSensitivity build() { return new RepoCurveZeroRateSensitivity( curveCurrency, yearFraction, currency, repoGroup, sensitivity); }
@Override public RepoCurveZeroRateSensitivity withSensitivity(double sensitivity) { return new RepoCurveZeroRateSensitivity(curveCurrency, yearFraction, currency, repoGroup, sensitivity); }
@Override public RepoCurveZeroRateSensitivity multipliedBy(double factor) { return new RepoCurveZeroRateSensitivity(curveCurrency, yearFraction, currency, repoGroup, sensitivity * factor); }
/** * Obtains an instance from the curve currency, date, sensitivity currency, * group and value. * * @param curveCurrency the currency of the curve * @param yearFraction the year fraction that was looked up on the curve * @param sensitivityCurrency the currency of the sensitivity * @param repoGroup the group * @param sensitivity the value of the sensitivity * @return the point sensitivity object */ public static RepoCurveZeroRateSensitivity of( Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, RepoGroup repoGroup, double sensitivity) { return new RepoCurveZeroRateSensitivity(curveCurrency, yearFraction, sensitivityCurrency, repoGroup, sensitivity); }
@Override public RepoCurveZeroRateSensitivity withCurrency(Currency currency) { if (this.currency.equals(currency)) { return this; } return new RepoCurveZeroRateSensitivity(curveCurrency, yearFraction, currency, repoGroup, sensitivity); }
@Override public RepoCurveZeroRateSensitivity mapSensitivity(DoubleUnaryOperator operator) { return new RepoCurveZeroRateSensitivity( curveCurrency, yearFraction, currency, repoGroup, operator.applyAsDouble(sensitivity)); }