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QuantLib_ImpliedStdDevQuote
Langue: en
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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