quote for the implied standard deviation of an underlying More...
#include <ql/quotes/impliedstddevquote.hpp>
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 | |
![]() | |
void | update () |
void | recalculate () |
void | freeze () |
void | unfreeze () |
![]() | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
![]() | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< std::set < boost::shared_ptr < Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
Protected Member Functions | |
void | performCalculations () const |
![]() | |
virtual void | calculate () const |
Protected Attributes | |
Real | impliedStdev_ |
Option::Type | optionType_ |
Real | strike_ |
Real | accuracy_ |
Natural | maxIter_ |
Handle< Quote > | forward_ |
Handle< Quote > | price_ |
![]() | |
bool | calculated_ |
bool | frozen_ |
quote for the implied standard deviation of an underlying
|
protectedvirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.