QuantLib: VegaBumpCollection Class Reference

#include <vegabumpcluster.hpp>

Collaboration diagram for VegaBumpCollection:

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_

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.

Definition at line 99 of file vegabumpcluster.hpp.

Constructor & Destructor Documentation

◆ VegaBumpCollection() [1/2]

VegaBumpCollection	(	const ext::shared_ptr< MarketModel > &	volStructure,
		bool	allowFactorwiseBumping = `true`
	)

Definition at line 94 of file vegabumpcluster.cpp.

◆ VegaBumpCollection() [2/2]

VegaBumpCollection	(	std::vector< VegaBumpCluster >	allBumps,
		ext::shared_ptr< MarketModel >	volStructure
	)

Definition at line 130 of file vegabumpcluster.cpp.