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

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

Wed Aug 2 2017 Version 1.10 QuantLib