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 Sep 23 2016 Version 1.8.1 QuantLib