QuantLib: ImpliedStdDevQuote Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
ImpliedStdDevQuote Class Reference

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

`#include <ql/quotes/impliedstddevquote.hpp>`

Inheritance diagram for ImpliedStdDevQuote:
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## 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
Public Member Functions inherited from Observable
| Observable (const Observable &)
Observable & | operator= (const Observable &)
void | notifyObservers ()
Public Member Functions inherited from LazyObject
void | update ()
void | recalculate ()
void | freeze ()
void | unfreeze ()
void | alwaysForwardNotifications ()
Public Member Functions inherited from Observer
| Observer (const Observer &)
Observer & | operator= (const Observer &)
std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &)
void | registerWithObservables (const boost::shared_ptr< Observer > &)
Size | unregisterWith (const boost::shared_ptr< Observable > &)
void | unregisterWithAll ()
virtual void | deepUpdate ()

## Protected Member Functions
void | performCalculations () const
Protected Member Functions inherited from LazyObject
virtual void | calculate () const

## Protected Attributes
Real | impliedStdev_
Option::Type | optionType_
Real | strike_
Real | accuracy_
Natural | maxIter_
Handle< Quote > | forward_
Handle< Quote > | price_
Protected Attributes inherited from LazyObject
bool | calculated_
bool | frozen_
bool | alwaysForward_

## Additional Inherited Members
Public Types inherited from Observer
typedef std::set< boost::shared_ptr< Observable > > | set_type
typedef set_type::iterator | iterator

## Detailed Description

quote for the implied standard deviation of an underlying

## Member Function Documentation

## ◆ performCalculations()

void performCalculations | ( |  | ) | const
| protectedvirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.