ImpliedVolatilityHelper Class Reference

### A free/open-source library for quantitative finance

Static Public Member Functions
ImpliedVolatilityHelper Class Reference

helper class for one-asset implied-volatility calculation More...

`#include <ql/instruments/impliedvolatility.hpp>`

List of all members.

## Static Public Member Functions
static Volatility | calculate (const Instrument &instrument, const PricingEngine &engine, SimpleQuote &volQuote, Real targetValue, Real accuracy, Natural maxEvaluations, Volatility minVol, Volatility maxVol)
static boost::shared_ptr < GeneralizedBlackScholesProcess > | clone (const boost::shared_ptr< GeneralizedBlackScholesProcess > &, const boost::shared_ptr< SimpleQuote > &)

## Detailed Description

helper class for one-asset implied-volatility calculation

The passed engine must be linked to the passed quote (see, e.g., VanillaOption to see how this can be achieved.)

Note:
  this function is meant for developers of option classes so that they can implement an impliedVolatility() method.

## Member Function Documentation

static boost::shared_ptr<GeneralizedBlackScholesProcess> clone | ( | const boost::shared_ptr< GeneralizedBlackScholesProcess > & | ,
|  | const boost::shared_ptr< SimpleQuote > & |
| ) |  | `[static]`

The returned process is equal to the passed one, except for the volatility which is flat and whose value is driven by the passed quote.