class SabrIborCapFloorLegPricer extends VolatilityIborCapFloorLegPricer {

  public PointSensitivityBuilder presentValueSensitivityRatesStickyModel(
      ResolvedIborCapFloorLeg capFloorLeg,
      RatesProvider ratesProvider,
      SabrIborCapletFloorletVolatilities volatilities) {

    validate(ratesProvider, volatilities);
    return capFloorLeg.getCapletFloorletPeriods()
        .stream()
        .map(period -> periodPricer.presentValueSensitivityRatesStickyModel(period, ratesProvider, volatilities))
        .reduce((c1, c2) -> c1.combinedWith(c2))
        .get();
  }

  public  SabrIborCapFloorLegPricer(SabrIborCapletFloorletPeriodPricer periodPricer);

}