- QuantLib
- detail
- ImpliedVolatilityHelper
 
helper class for one-asset implied-volatility calculation More...
#include <ql/instruments/impliedvolatility.hpp>
| 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 > &) | 
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.)
| 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.