Class VegaBumpCollection

Hierarchy

VegaBumpCollection

Index

Properties

Methods

Properties

Private _allBumps

_allBumps: VegaBumpCluster[]

Private _associatedVolStructure

_associatedVolStructure: MarketModel

Private _checked

_checked: boolean

Private _full

_full: boolean

Private _nonOverlapped

_nonOverlapped: boolean

Methods

allBumps

allBumps(): VegaBumpCluster[]

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:174
Returns VegaBumpCluster[]

associatedModel

associatedModel(): MarketModel

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:170
Returns MarketModel

init1

init1(volStructure: MarketModel, factorwiseBumping?: boolean): VegaBumpCollection

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:119
Parameters
- volStructure: MarketModel
- Default value factorwiseBumping: boolean = true
Returns VegaBumpCollection

init2

init2(allBumps: VegaBumpCluster[], volStructure: MarketModel): VegaBumpCollection

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:152
Parameters
- allBumps: VegaBumpCluster[]
- volStructure: MarketModel
Returns VegaBumpCollection

isFull

isFull(): boolean

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:178
Returns boolean

isNonOverlapping

isNonOverlapping(): boolean

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:227
Returns boolean

isSensible

isSensible(): boolean

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:269
Returns boolean

numberBumps

numberBumps(): Size

- Defined in ql/models/marketmodels/pathwisegreeks/vegabumpcluster.ts:166
Returns Size