VegaBumpCollection Class Reference

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

Public Member Functions
	VegaBumpCollection (const ext::shared_ptr< MarketModel > &volStructure, bool allowFactorwiseBumping=true)
	VegaBumpCollection (const std::vector< VegaBumpCluster > &allBumps, const 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

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.

Examples

MarketModels.cpp.