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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_implied_std_dev_quote.html">ImpliedStdDevQuote</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">ImpliedStdDevQuote Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::ImpliedStdDevQuote" --><!-- doxytag: inherits="QuantLib::Quote,QuantLib::LazyObject" -->
<p>quote for the implied standard deviation of an underlying
<a href="class_quant_lib_1_1_implied_std_dev_quote.html#details">More...</a></p>
<p><code>#include <ql/quotes/impliedstddevquote.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ImpliedStdDevQuote:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_implied_std_dev_quote__inherit__graph.png" border="0" usemap="#_implied_std_dev_quote_inherit__map" alt="Inheritance graph"/></div>
<map name="_implied_std_dev_quote_inherit__map" id="_implied_std_dev_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_lazy_object.html" title="Framework for calculation on demand and result caching." alt="" coords="85,6,173,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_implied_std_dev_quote-members.html">List of all members.</a></p>
<table class="memberdecls">
<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="a44efc0ebf7d4c782afcd55c2ec3f4445"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::ImpliedStdDevQuote" ref="a44efc0ebf7d4c782afcd55c2ec3f4445" args="(Option::Type optionType, const Handle< Quote > &forward, const Handle< Quote > &price, Real strike, Real guess, Real accuracy=1.0e-6, Natural maxIter=100)" -->
 </td><td class="memItemRight" valign="bottom"><b>ImpliedStdDevQuote</b> (Option::Type optionType, 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> > &forward, 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> > &price, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-6, Natural maxIter=100)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Quote interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7f31cfaca49d25079e464ca462d691c"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::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_implied_std_dev_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="aac1b70a2ed67ead038c4d3f5ac4d8a81"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::isValid" ref="aac1b70a2ed67ead038c4d3f5ac4d8a81" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_std_dev_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>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></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_implied_std_dev_quote.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af2a1e58de4f267d289d1a6a8e17ed466"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::impliedStdev_" ref="af2a1e58de4f267d289d1a6a8e17ed466" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>impliedStdev_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aecc0c3c34ac4fb81b4227a07b0e7c194"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::optionType_" ref="aecc0c3c34ac4fb81b4227a07b0e7c194" args="" -->
Option::Type </td><td class="memItemRight" valign="bottom"><b>optionType_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af4df09cd4cbe06f6558dc5777c23e106"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::strike_" ref="af4df09cd4cbe06f6558dc5777c23e106" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>strike_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9ee5ac7e44b518c6da03615672cb6e9b"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::accuracy_" ref="a9ee5ac7e44b518c6da03615672cb6e9b" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>accuracy_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae6c06ed67d150ec02baff8aa16f88004"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::maxIter_" ref="ae6c06ed67d150ec02baff8aa16f88004" args="" -->
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>maxIter_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a956859b47599b6d2380009a5d28a7b38"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::forward_" ref="a956859b47599b6d2380009a5d28a7b38" args="" -->
<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> > </td><td class="memItemRight" valign="bottom"><b>forward_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5ff5f85b607cce82a2b3b2a49a306148"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::price_" ref="a5ff5f85b607cce82a2b3b2a49a306148" args="" -->
<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> > </td><td class="memItemRight" valign="bottom"><b>price_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>quote for the implied standard deviation of an underlying </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::ImpliedStdDevQuote::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_implied_std_dev_quote.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
</tr>
</table>
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<p>This method must implement any calculations which must be (re)done in order to calculate the desired results. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_lazy_object.html#a572dbe926524786c64db01e31dba7ab8">LazyObject</a>.</p>
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