EurodollarFuturesImpliedStdDevQuote Class Reference

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

Public Member Functions | Protected Member Functions | Protected Attributes
EurodollarFuturesImpliedStdDevQuote Class Reference

quote for the Eurodollar-future implied standard deviation More...

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

Inheritance diagram for EurodollarFuturesImpliedStdDevQuote:
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List of all members.

## Public Member Functions
| EurodollarFuturesImpliedStdDevQuote (const Handle< Quote > &forward, const Handle< Quote > &callPrice, const Handle< Quote > &putPrice, Real strike, Real guess=.15, 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_
Real | strike_
Real | accuracy_
Natural | maxIter_
Handle< Quote > | forward_
Handle< Quote > | callPrice_
Handle< Quote > | putPrice_

## Detailed Description

quote for the Eurodollar-future implied standard deviation

## 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.