Hi ,
I tried to apply a absolute shift to a priceIndex curve:
PerturbationMapping mapping = PerturbationMapping.of(
MarketDataFilter.ofName(CurveName.of(“EUR-CPI”)),
CurveParallelShifts.absolute(0,0.01) );
and got an error in the report:
[Unknown curve type for PriceIndexValues, must be ‘NodalCurve’ but was ‘com.opengamma.strata.market.curve.ParallelShiftedCurve’
Any ideas on how to use perturbation for this curve?
Thanks,
Oyvind