ImpliedStdDevQuote Class Reference

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

#include <ql/quotes/impliedstddevquote.hpp>

Inheritance diagram for ImpliedStdDevQuote:

Public Member Functions
	ImpliedStdDevQuote (Option::Type optionType, Handle< Quote > forward, Handle< Quote > price, Real strike, Real guess, Real accuracy=1.0e-6, Natural maxIter=100)
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()
Public Member Functions inherited from LazyObject
void	update () override
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Quote interface
Real	impliedStdev_
Option::Type	optionType_
Real	strike_
Real	accuracy_
Natural	maxIter_
Handle< Quote >	forward_
Handle< Quote >	price_
Real	value () const override
	returns the current value
bool	isValid () const override
	returns true if the Quote holds a valid value
void	performCalculations () const override

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
virtual void	calculate () const
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

quote for the implied standard deviation of an underlying

Member Function Documentation

value()

Real value ( ) const

overridevirtual

returns the current value

Implements Quote.

isValid()

bool isValid ( ) const

overridevirtual

returns true if the Quote holds a valid value

Implements Quote.

performCalculations()

void performCalculations ( ) const

overrideprotectedvirtual

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

Implements LazyObject.