# QuantLib_CapPseudoDerivative man page

CapPseudoDerivative —

## Synopsis

`#include <ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp>`

### Public Member Functions

CapPseudoDerivative(boost::shared_ptr<MarketModel> inputModel,Realstrike,SizestartIndex,SizeendIndex,RealfirstDF)

constMatrix&volatilityDerivative(Sizei) const

constMatrix&priceDerivative(Sizei) constReal impliedVolatility() const

## Detailed Description

In order to compute market vegas, we need a class that gives the derivative of a cap implied vol against changes in pseudo-root elements. This is that class.

The operation is non-trivial because the cap implied vol has a complicated relationship with the caplet implied vols.

This is tested in the pathwise vegas routine in MarketModels.cpp

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

CapPseudoDerivative(3), priceDerivative(3) and volatilityDerivative(3) are aliases of QuantLib_CapPseudoDerivative(3).