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?


The intention is that bond issuer curves are used via LegalEntityDiscountingProvider, and ImmutableLegalEntityDiscountingProvider.parameterSensitivity() already has code to handle IssuerCurveZeroRateSensitivity.


I guess that makes sense - I shall refactor accordingly, thanks