ImpliedStdDevQuote (3) - Linux Manuals

ImpliedStdDevQuote: quote for the implied standard deviation of an underlying

NAME

QuantLib::ImpliedStdDevQuote - quote for the implied standard deviation of an underlying

SYNOPSIS

#include <ql/quotes/impliedstddevquote.hpp>

Inherits QuantLib::Quote, and QuantLib::LazyObject.

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 underlying

Member 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.

Author

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