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 | |
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_ |
Definition at line 35 of file vegabumpcluster.hpp.
VegaBumpCluster | ( | Size | factorBegin, |
Size | factorEnd, | ||
Size | rateBegin, | ||
Size | rateEnd, | ||
Size | stepBegin, | ||
Size | stepEnd | ||
) |
Definition at line 30 of file vegabumpcluster.cpp.
bool doesIntersect | ( | const VegaBumpCluster & | comparee | ) | const |
Definition at line 49 of file vegabumpcluster.cpp.
bool isCompatible | ( | const ext::shared_ptr< MarketModel > & | volStructure | ) | const |
Definition at line 76 of file vegabumpcluster.cpp.
Size factorBegin | ( | ) | const |
Definition at line 49 of file vegabumpcluster.hpp.
Size factorEnd | ( | ) | const |
Definition at line 54 of file vegabumpcluster.hpp.
Size rateBegin | ( | ) | const |
Definition at line 60 of file vegabumpcluster.hpp.
Size rateEnd | ( | ) | const |
Definition at line 64 of file vegabumpcluster.hpp.
Size stepBegin | ( | ) | const |
Definition at line 69 of file vegabumpcluster.hpp.
Size stepEnd | ( | ) | const |
Definition at line 74 of file vegabumpcluster.hpp.
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private |
Definition at line 82 of file vegabumpcluster.hpp.
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Definition at line 83 of file vegabumpcluster.hpp.
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Definition at line 84 of file vegabumpcluster.hpp.
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Definition at line 85 of file vegabumpcluster.hpp.
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Definition at line 86 of file vegabumpcluster.hpp.
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Definition at line 87 of file vegabumpcluster.hpp.