quote for the Eurodollar-future implied standard deviation More...
#include <ql/quotes/eurodollarfuturesquote.hpp>
Inheritance diagram for EurodollarFuturesImpliedStdDevQuote:Public Member Functions | |
| EurodollarFuturesImpliedStdDevQuote (const Handle< Quote > &forward, const Handle< Quote > &callPrice, const Handle< Quote > &putPrice, Real strike, Real guess=.15, Real accuracy=1.0e-6, Natural maxIter=100) | |
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 ext::shared_ptr< Observable > &) |
| void | registerWithObservables (const ext::shared_ptr< Observer > &) |
| Size | unregisterWith (const ext::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | deepUpdate () |
Quote interface | |
| Real | impliedStdev_ |
| Real | strike_ |
| Real | accuracy_ |
| Natural | maxIter_ |
| Handle< Quote > | forward_ |
| Handle< Quote > | callPrice_ |
| Handle< Quote > | putPrice_ |
| Real | value () const |
| returns the current value | |
| bool | isValid () const |
| returns true if the Quote holds a valid value | |
| void | performCalculations () const |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef boost::unordered_set< ext::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
Protected Member Functions inherited from LazyObject | |
| virtual void | calculate () const |
Protected Attributes inherited from LazyObject | |
| bool | calculated_ |
| bool | frozen_ |
| bool | alwaysForward_ |
quote for the Eurodollar-future implied standard deviation
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protectedvirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.