QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
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)
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (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 &)
 
Observeroperator= (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< Quoteforward_
 
Handle< QuotecallPrice_
 
Handle< QuoteputPrice_
 
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_
 

Detailed Description

quote for the Eurodollar-future implied standard deviation

Member Function Documentation

◆ performCalculations()

void performCalculations ( ) const
protectedvirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.