ImpliedStdDevQuote (3) Linux Manual Page
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 () constProtected 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.