ImpliedStdDevQuote Class Reference

#include <ql/quotes/impliedstddevquote.hpp>

Inheritance diagram for ImpliedStdDevQuote:

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List of all members.

Detailed Description

quote for the implied standard deviation of an underlying


Public Member Functions

 ImpliedStdDevQuote (Option::Type optionType, const Handle< Quote > &forward, const Handle< Quote > &price, Real strike, Real guess=.15, Real accuracy=1.0e-6)
Real value () const
 returns the current value

Protected Member Functions

void performCalculations () const

Protected Attributes

Real impliedStdev_
Option::Type optionType_
Real strike_
Real accuracy_
Handle< Quoteforward_
Handle< Quoteprice_


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.