QuantLib_EurodollarFuturesImpliedStdDevQuote man page

EurodollarFuturesImpliedStdDevQuote — quote for the Eurodollar-future implied standard deviation  

Synopsis

#include <ql/quotes/eurodollarfuturesquote.hpp>

Inherits Quote, and LazyObject.

Public Member Functions

EurodollarFuturesImpliedStdDevQuote (const Handle< Quote > &forward, const Handle< Quote > &callPrice, const Handle< Quote > &putPrice, Real strike, Real guess=.15, 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_
Real strike_
Real accuracy_
Natural maxIter_
Handle< Quote > forward_
Handle< Quote > callPrice_
Handle< Quote > putPrice_

Additional Inherited Members

Detailed Description

quote for the Eurodollar-future implied standard deviation

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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages accuracy_(3), callPrice_(3), EurodollarFuturesImpliedStdDevQuote(3), impliedStdev_(3), maxIter_(3) and putPrice_(3) are aliases of QuantLib_EurodollarFuturesImpliedStdDevQuote(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib