ImpliedStdDevQuote Class Reference
#include <ql/quotes/impliedstddevquote.hpp>
Inheritance diagram for ImpliedStdDevQuote:

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< Quote > | forward_ |
Handle< Quote > | price_ |
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.