VegaBumpCluster Class Reference

#include <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.