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std::pair<std::vector<Real>, std::vector<Real> > QuantLib::bucketAnalysis ( const std::vector< Handle< SimpleQuote > > &  ,
const std::vector< boost::shared_ptr< Instrument > > &  ,
const std::vector< Real > &  quantities,
Real  shift = 0.0001,
SensitivityAnalysis  type = Centered 
)

bucket sensitivity analysis for a SimpleQuote vector

returns a pair of first and second derivative vectors calculated as prescribed by SensitivityAnalysis. Second derivative might not be available depending on SensitivityAnalysis value.

Empty quantities vector is considered as unit vector. The same if the vector is of size one.

The (bucket) SimpleQuotes are tweaked one by one separately.


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