VegaBumpCollection (3) Linux Manual Page

QuantLib::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

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