Searched refs:capsVegasMatrix (Results 1 – 1 of 1) sorted by relevance
3849 Matrix capsVegasMatrix(caps.size(), theBumps[0].size()); in testPathwiseMarketVegas() local3862 capsVegasMatrix[i][j] = 0; in testPathwiseMarketVegas()3867 … capsVegasMatrix[i][j] += theBumps[k][j][l][m]*thisPseudoDerivative.volatilityDerivative(k)[l][m]; in testPathwiseMarketVegas()3880 Real thisError = capsVegasMatrix[i][j] - 0.01; in testPathwiseMarketVegas()3887 Real thisError = capsVegasMatrix[i][j]; in testPathwiseMarketVegas()