QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
VegaBumpCluster Class Reference

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

+ Collaboration diagram for VegaBumpCluster:

Public Member Functions

 VegaBumpCluster (Size factorBegin, Size factorEnd, Size rateBegin, Size rateEnd, Size stepBegin, Size stepEnd)
 
bool doesIntersect (const VegaBumpCluster &comparee) const
 
bool isCompatible (const ext::shared_ptr< MarketModel > &volStructure) const
 
Size factorBegin () const
 
Size factorEnd () const
 
Size rateBegin () const
 
Size rateEnd () const
 
Size stepBegin () const
 
Size stepEnd () const
 

Private Attributes

Size factorBegin_
 
Size factorEnd_
 
Size rateBegin_
 
Size rateEnd_
 
Size stepBegin_
 
Size stepEnd_
 

Detailed Description

Definition at line 35 of file vegabumpcluster.hpp.

Constructor & Destructor Documentation

◆ VegaBumpCluster()

VegaBumpCluster ( Size  factorBegin,
Size  factorEnd,
Size  rateBegin,
Size  rateEnd,
Size  stepBegin,
Size  stepEnd 
)

Definition at line 30 of file vegabumpcluster.cpp.

Member Function Documentation

◆ doesIntersect()

bool doesIntersect ( const VegaBumpCluster comparee) const

Definition at line 49 of file vegabumpcluster.cpp.

◆ isCompatible()

bool isCompatible ( const ext::shared_ptr< MarketModel > &  volStructure) const

Definition at line 76 of file vegabumpcluster.cpp.

◆ factorBegin()

Size factorBegin ( ) const

Definition at line 49 of file vegabumpcluster.hpp.

◆ factorEnd()

Size factorEnd ( ) const

Definition at line 54 of file vegabumpcluster.hpp.

◆ rateBegin()

Size rateBegin ( ) const

Definition at line 60 of file vegabumpcluster.hpp.

◆ rateEnd()

Size rateEnd ( ) const

Definition at line 64 of file vegabumpcluster.hpp.

◆ stepBegin()

Size stepBegin ( ) const

Definition at line 69 of file vegabumpcluster.hpp.

◆ stepEnd()

Size stepEnd ( ) const

Definition at line 74 of file vegabumpcluster.hpp.

Member Data Documentation

◆ factorBegin_

Size factorBegin_
private

Definition at line 82 of file vegabumpcluster.hpp.

◆ factorEnd_

Size factorEnd_
private

Definition at line 83 of file vegabumpcluster.hpp.

◆ rateBegin_

Size rateBegin_
private

Definition at line 84 of file vegabumpcluster.hpp.

◆ rateEnd_

Size rateEnd_
private

Definition at line 85 of file vegabumpcluster.hpp.

◆ stepBegin_

Size stepBegin_
private

Definition at line 86 of file vegabumpcluster.hpp.

◆ stepEnd_

Size stepEnd_
private

Definition at line 87 of file vegabumpcluster.hpp.