price_ (3) Linux Manual Page
QuantLib::ImpliedStdDevQuote – quote for the implied standard deviation of an underlying
Synopsis
void performCalculations () const
Protected AttributesInherits QuantLib::Quote, and QuantLib::LazyObject.
Public Member Functions
void performCalculations () const
Protected AttributesQuote 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 AttributesReal 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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