Searched defs:vegasMatrix (Results 1 – 1 of 1) sorted by relevance
3237 Matrix vegasMatrix(caplets.numberOfProducts(), vegaBumps[0].size()); in testPathwiseVegas() local3543 Matrix vegasMatrix(capsDeflated.numberOfProducts(), vegaBumps[0].size()); in testPathwiseVegas() local4085 Matrix vegasMatrix(swaptionsDeflated.numberOfProducts(), theBumps[0].size()); in testPathwiseMarketVegas() local4240 Matrix vegasMatrix(capsDeflated.numberOfProducts(), theBumps[0].size()); in testPathwiseMarketVegas() local