QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <vegabumpcluster.hpp>
Public Member Functions | |
VegaBumpCollection (const ext::shared_ptr< MarketModel > &volStructure, bool allowFactorwiseBumping=true) | |
VegaBumpCollection (std::vector< VegaBumpCluster > allBumps, ext::shared_ptr< MarketModel > volStructure) | |
Size | numberBumps () const |
const ext::shared_ptr< MarketModel > & | associatedModel () const |
const std::vector< VegaBumpCluster > & | allBumps () const |
bool | isFull () const |
bool | isNonOverlapping () const |
bool | isSensible () const |
Private Attributes | |
std::vector< VegaBumpCluster > | allBumps_ |
ext::shared_ptr< MarketModel > | associatedVolStructure_ |
bool | checked_ |
bool | nonOverlapped_ |
bool | full_ |
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.
Definition at line 99 of file vegabumpcluster.hpp.
VegaBumpCollection | ( | const ext::shared_ptr< MarketModel > & | volStructure, |
bool | allowFactorwiseBumping = true |
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Definition at line 94 of file vegabumpcluster.cpp.
VegaBumpCollection | ( | std::vector< VegaBumpCluster > | allBumps, |
ext::shared_ptr< MarketModel > | volStructure | ||
) |
Definition at line 130 of file vegabumpcluster.cpp.
Size numberBumps | ( | ) | const |
const ext::shared_ptr< MarketModel > & associatedModel | ( | ) | const |
const std::vector< VegaBumpCluster > & allBumps | ( | ) | const |
bool isFull | ( | ) | const |
bool isNonOverlapping | ( | ) | const |
bool isSensible | ( | ) | const |
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private |
Definition at line 126 of file vegabumpcluster.hpp.
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private |
Definition at line 127 of file vegabumpcluster.hpp.
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mutableprivate |
Definition at line 128 of file vegabumpcluster.hpp.
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mutableprivate |
Definition at line 129 of file vegabumpcluster.hpp.
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mutableprivate |
Definition at line 130 of file vegabumpcluster.hpp.