ImpliedStdDevQuote Class Reference
quote for the implied standard deviation of an underlying More...
#include <ql/quotes/impliedstddevquote.hpp>
Inheritance diagram for ImpliedStdDevQuote:

Public Member Functions | |
| ImpliedStdDevQuote (Option::Type optionType, const Handle< Quote > &forward, const Handle< Quote > &price, Real strike, Real guess, Real accuracy=1.0e-6, Natural maxIter=100) | |
Quote interface | |
| Real | value () const |
| returns the current value | |
| bool | isValid () const |
| returns true if the Quote holds a valid value | |
Protected Member Functions | |
| void | performCalculations () const |
Protected Attributes | |
| Real | impliedStdev_ |
| Option::Type | optionType_ |
| Real | strike_ |
| Real | accuracy_ |
| Natural | maxIter_ |
| Handle< Quote > | forward_ |
| Handle< Quote > | price_ |
Detailed Description
quote for the implied standard deviation of an underlyingMember Function Documentation
| void performCalculations | ( | ) | const [protected, virtual] |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.