QuantLib_VegaBumpCollection man page

VegaBumpCollection —

Synopsis

#include <ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp>

Public Member Functions

VegaBumpCollection (const boost::shared_ptr< MarketModel > &volStructure, bool allowFactorwiseBumping=true)

VegaBumpCollection (const std::vector< VegaBumpCluster > &allBumps, const boost::shared_ptr< MarketModel > &volStructure)

Size numberBumps () const

const boost::shared_ptr< MarketModel > & associatedModel () const

const std::vector< VegaBumpCluster > & allBumps () const

bool isFull () const

bool isNonOverlapping () const

bool isSensible () const

Detailed Description

There are too many pseudo-root elements to allow bumping them all independently so we cluster them together and then divide all elements into a collection of such clusters.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

allBumps(3), associatedModel(3), isFull(3), isNonOverlapping(3), isSensible(3), numberBumps(3) and VegaBumpCollection(3) are aliases of QuantLib_VegaBumpCollection(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib