quote for the implied standard deviation of an underlying More...

#include <ql/quotes/impliedstddevquote.hpp>

Inheritance diagram for ImpliedStdDevQuote:

List of all members.

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< Quoteforward_
Handle< Quoteprice_

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.