EurodollarFuturesImpliedStdDevQuote Class Reference

quote for the Eurodollar-future implied standard deviation More...

#include <ql/quotes/eurodollarfuturesquote.hpp>

Inheritance diagram for EurodollarFuturesImpliedStdDevQuote:

List of all members.

Public Member Functions

 EurodollarFuturesImpliedStdDevQuote (const Handle< Quote > &forward, const Handle< Quote > &callPrice, const Handle< Quote > &putPrice, Real strike, Real guess=.15, 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_
Real strike_
Real accuracy_
Natural maxIter_
Handle< Quoteforward_
Handle< QuotecallPrice_
Handle< QuoteputPrice_


Detailed Description

quote for the Eurodollar-future implied standard deviation

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.