I am wondering whether IssuerCurveZeroRateSensitivity should share a common interface with ZeroRateSensitivity?
The reason I ask is that I see RatesProvider#parameterSensitivity has specific handling for ZeroRateSensitivity but in order to effect the same transformation for Bond or BondFuture risk I need to manually convert from IssuerCurveZeroRateSensitivity to ZeroRateSensitivity. An alternative would be to duplicate that handling to also deal with IssuerCurveZeroRateSensitivity.
I believe the only purpose of IssuerCurveZeroRateSensitivity is to retain the LegalEntityGroup it derives from?