EurodollarFuturesImpliedStdDevQuote Class Reference
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) | |
Quote interface | |
Real | value () const |
returns the current value | |
bool | isValid () const |
returns true if the Quote holds a valid value | |
Protected Member Functions | |
void | performCalculations () const |
Protected Attributes | |
Real | impliedStdev_ |
Real | strike_ |
Real | accuracy_ |
Natural | maxIter_ |
Handle< Quote > | forward_ |
Handle< Quote > | callPrice_ |
Handle< Quote > | putPrice_ |
Detailed Description
quote for the Eurodollar-future implied standard deviation
Member Function Documentation
void performCalculations | ( | ) | const [protected, virtual] |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.