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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_delta_vol_quote.html">DeltaVolQuote</a> </li>
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<a href="#pub-types">Public Types</a> |
<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">DeltaVolQuote Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::DeltaVolQuote" --><!-- doxytag: inherits="QuantLib::Quote,QuantLib::Observer" -->
<p>Class for the quotation of delta vs vol.
<a href="class_quant_lib_1_1_delta_vol_quote.html#details">More...</a></p>
<p><code>#include <ql/experimental/fx/deltavolquote.hpp></code></p>
<div class="dynheader">
Inheritance diagram for DeltaVolQuote:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_delta_vol_quote__inherit__graph.png" border="0" usemap="#_delta_vol_quote_inherit__map" alt="Inheritance graph"/></div>
<map name="_delta_vol_quote_inherit__map" id="_delta_vol_quote_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables" alt="" coords="5,6,61,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="85,6,160,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_delta_vol_quote-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>DeltaType</b> { <b>Spot</b>,
<b>Fwd</b>,
<b>PaSpot</b>,
<b>PaFwd</b>
}</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>AtmType</b> { <br/>
  <b>AtmNull</b>,
<b>AtmSpot</b>,
<b>AtmFwd</b>,
<b>AtmDeltaNeutral</b>,
<br/>
  <b>AtmVegaMax</b>,
<b>AtmGammaMax</b>,
<b>AtmPutCall50</b>
<br/>
}</td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a80209fa5bb75996eed26634fda3fc348"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::DeltaVolQuote" ref="a80209fa5bb75996eed26634fda3fc348" args="(Real delta, const Handle< Quote > &vol, Time maturity, DeltaType deltaType)" -->
 </td><td class="memItemRight" valign="bottom"><b>DeltaVolQuote</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> delta, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &vol, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> maturity, DeltaType deltaType)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10d062c930c62472b13297a9dab31250"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::DeltaVolQuote" ref="a10d062c930c62472b13297a9dab31250" args="(const Handle< Quote > &vol, DeltaType deltaType, Time maturity, AtmType atmType)" -->
 </td><td class="memItemRight" valign="bottom"><b>DeltaVolQuote</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &vol, DeltaType deltaType, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> maturity, AtmType atmType)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_delta_vol_quote.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7f31cfaca49d25079e464ca462d691c"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::value" ref="ab7f31cfaca49d25079e464ca462d691c" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_delta_vol_quote.html#ab7f31cfaca49d25079e464ca462d691c">value</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the current value <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2397bf69d6801e3328c9273143c87ce6"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::delta" ref="a2397bf69d6801e3328c9273143c87ce6" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>delta</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a031873b070bc7219052b0fcc0cf0a5c6"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::maturity" ref="a031873b070bc7219052b0fcc0cf0a5c6" args="() const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>maturity</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a78d99c55c8213028e59b7a516f75fedd"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::atmType" ref="a78d99c55c8213028e59b7a516f75fedd" args="() const " -->
AtmType </td><td class="memItemRight" valign="bottom"><b>atmType</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aef14a2f94c0926b16bfef905eb8b893c"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::deltaType" ref="aef14a2f94c0926b16bfef905eb8b893c" args="() const " -->
DeltaType </td><td class="memItemRight" valign="bottom"><b>deltaType</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aac1b70a2ed67ead038c4d3f5ac4d8a81"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::isValid" ref="aac1b70a2ed67ead038c4d3f5ac4d8a81" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_delta_vol_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">isValid</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns true if the <a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> holds a valid value <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Class for the quotation of delta vs vol. </p>
<p>It includes the various delta quotation types in FX markets as well as ATM types. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::DeltaVolQuote::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
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<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_delta_vol_quote.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
</tr>
</table>
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<div class="memdoc">
<p>This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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