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QuantLib_VegaBumpCollection
Langue: en
Version: 382001 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
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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