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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="namespace_quant_lib_1_1detail.html">detail</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1detail_1_1_implied_volatility_helper.html">ImpliedVolatilityHelper</a></li> </ul>
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<a href="#pub-static-methods">Static Public Member Functions</a> |
<a href="class_quant_lib_1_1detail_1_1_implied_volatility_helper-members.html">List of all members</a> </div>
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<div class="title">ImpliedVolatilityHelper Class Reference</div> </div>
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<p>helper class for one-asset implied-volatility calculation
<a href="class_quant_lib_1_1detail_1_1_implied_volatility_helper.html#details">More...</a></p>
<p><code>#include <ql/instruments/impliedvolatility.hpp></code></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr class="memitem:a2327c6efb97633b4594621f3e31c0567"><td class="memItemLeft" align="right" valign="top"><a id="a2327c6efb97633b4594621f3e31c0567"></a>
static <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>calculate</b> (const <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> &instrument, const <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> &engine, <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> &volQuote, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> targetValue, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> maxEvaluations, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> minVol, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> maxVol)</td></tr>
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<tr class="memitem:aa350c9fa8b45deb21756769ce1b45564"><td class="memItemLeft" align="right" valign="top">static ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1detail_1_1_implied_volatility_helper.html#aa350c9fa8b45deb21756769ce1b45564">clone</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > &)</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>helper class for one-asset implied-volatility calculation </p>
<p>The passed engine must be linked to the passed quote (see, e.g., <a class="el" href="class_quant_lib_1_1_vanilla_option.html" title="Vanilla option (no discrete dividends, no barriers) on a single asset.">VanillaOption</a> to see how this can be achieved.)</p>
<dl class="section note"><dt>Note</dt><dd>this function is meant for developers of option classes so that they can implement an impliedVolatility() method. </dd></dl>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="aa350c9fa8b45deb21756769ce1b45564"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aa350c9fa8b45deb21756769ce1b45564">◆ </a></span>clone()</h2>
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<td class="memname">static ext::shared_ptr<<a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a>> clone </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > & </td>
<td class="paramname">, </td>
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<td></td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > & </td>
<td class="paramname"> </td>
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<td>)</td>
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<span class="mlabels"><span class="mlabel">static</span></span> </td>
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<p>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. </p>
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