Examples of com.opengamma.analytics.financial.equity.option.EquityIndexOption.accept()

      final double[][] vols = volGrid.getVolatilities();
      final VolatilitySurfaceInterpolator surfaceInterpolator = surfaceBundle.getInterpolator();
      final GeneralSmileInterpolator strikeInterpolator = surfaceInterpolator.getSmileInterpolator();


      // Base price and set of independent smile fits (one function vol(k) for each expiry)
      final Double pvBase = option.accept(_pricer, market);
      final Function1D<Double, Double>[] smileFitsBase = surfaceInterpolator.getIndependentSmileFits(volGrid);


      // Bump and reprice - loop over expiry and strike
      final List<Triple<Double, Double, Double>> triplesExpiryStrikeVega = new ArrayList<>();
      // TODO: REVIEW: We can drastically reduce the time it takes to compute this if we are sensible about avoiding points which almost certainly won't have any sensitivity

          final Function1D<Double, Double>[] scenarioSmileFits = Arrays.copyOf(smileFitsBase, smileFitsBase.length);
          scenarioSmileFits[t] = thisExpirysSmile;
          final BlackVolatilitySurfaceMoneynessFcnBackedByGrid shiftedSurface = surfaceInterpolator.combineIndependentSmileFits(scenarioSmileFits, volGrid);
          //BlackVolatilitySurfaceMoneynessFcnBackedByGrid shiftedSurface = surfaceInterpolator.getBumpedVolatilitySurface(volGrid, t, k, -shift);
          final StaticReplicationDataBundle shiftedMarket = market.withShiftedSurface(shiftedSurface);
          final Double pvScenario = option.accept(_pricer, shiftedMarket);


          ArgumentChecker.notNull(pvScenario, "Null PV in shifted scenario, T = " + volExpiries[t] + ", k = " + strikes[t][k]);
          final Double vega = (pvScenario - pvBase) / -shift;
          final Triple<Double, Double, Double> xyz = new Triple<>(volExpiries[t], strikes[t][k], vega);
          triplesExpiryStrikeVega.add(xyz);