VegaBumpCollection Class Reference

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

List of all members.

Public Member Functions

 VegaBumpCollection (const boost::shared_ptr< MarketModel > &volStructure, bool allowFactorwiseBumping=true)
 VegaBumpCollection (const std::vector< VegaBumpCluster > &allBumps, const boost::shared_ptr< MarketModel > &volStructure)
Size numberBumps () const
const boost::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.