quote for the implied standard deviation of an underlying More...
#include <ql/quotes/impliedstddevquote.hpp>
 Inheritance diagram for ImpliedStdDevQuote:
 Inheritance diagram for ImpliedStdDevQuote:| 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 | |
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from LazyObject | |
| void | update () | 
| void | recalculate () | 
| void | freeze () | 
| void | unfreeze () | 
| void | alwaysForwardNotifications () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| Protected Member Functions | |
| void | performCalculations () const | 
|  Protected Member Functions inherited from LazyObject | |
| virtual void | calculate () const | 
| Protected Attributes | |
| Real | impliedStdev_ | 
| Option::Type | optionType_ | 
| Real | strike_ | 
| Real | accuracy_ | 
| Natural | maxIter_ | 
| Handle< Quote > | forward_ | 
| Handle< Quote > | price_ | 
|  Protected Attributes inherited from LazyObject | |
| bool | calculated_ | 
| bool | frozen_ | 
| bool | alwaysForward_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
quote for the implied standard deviation of an underlying
| 
 | protectedvirtual | 
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.