QuantLib_ImpliedStdDevQuote man page

ImpliedStdDevQuote — quote for the implied standard deviation of an underlying  

Synopsis

#include <ql/quotes/impliedstddevquote.hpp>

Inherits Quote, and 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_

Additional Inherited Members

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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ImpliedStdDevQuote(3), optionType_(3) and price_(3) are aliases of QuantLib_ImpliedStdDevQuote(3).

Fri Jun 2 2017 Version 1.10 QuantLib