QuantLib_ImpliedStdDevQuote

Langue: en

Autres versions - même langue

Version: 383210 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

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

bool isValid () const

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_

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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