Class VegaBumpCluster

Hierarchy

VegaBumpCluster

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new VegaBumpCluster(factorBegin: Size, factorEnd: Size, rateBegin: Size, rateEnd: Size, stepBegin: Size, stepEnd: Size): VegaBumpCluster

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:9
Parameters
- factorBegin: Size
- factorEnd: Size
- rateBegin: Size
- rateEnd: Size
- stepBegin: Size
- stepEnd: Size
Returns VegaBumpCluster

Properties

Private _factorBegin

_factorBegin: Size

Private _factorEnd

_factorEnd: Size

Private _rateBegin

_rateBegin: Size

Private _rateEnd

_rateEnd: Size

Private _stepBegin

_stepBegin: Size

Private _stepEnd

_stepEnd: Size

Methods

doesIntersect

doesIntersect(comparee: VegaBumpCluster): boolean

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:32
Parameters
- comparee: VegaBumpCluster
Returns boolean

factorBegin

factorBegin(): Size

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:85
Returns Size

factorEnd

factorEnd(): Size

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:89
Returns Size

isCompatible

isCompatible(volStructure: MarketModel): boolean

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:60
Parameters
- volStructure: MarketModel
Returns boolean

rateBegin

rateBegin(): Size

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:93
Returns Size

rateEnd

rateEnd(): Size

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:97
Returns Size

stepBegin

stepBegin(): Size

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:101
Returns Size

stepEnd

stepEnd(): Size

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:105
Returns Size