- QuantLib
- ImpliedStdDevQuote
 
quote for the implied standard deviation of an underlying More...
#include <ql/quotes/impliedstddevquote.hpp>

| 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 | |
| Protected Member Functions | |
| void | performCalculations () const | 
| Protected Attributes | |
| Real | impliedStdev_ | 
| Option::Type | optionType_ | 
| Real | strike_ | 
| Real | accuracy_ | 
| Natural | maxIter_ | 
| Handle< Quote > | forward_ | 
| Handle< Quote > | price_ | 
quote for the implied standard deviation of an underlying
| 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.