quote for the Eurodollar-future implied standard deviation More...
#include <eurodollarfuturesquote.hpp>
Inheritance diagram for EurodollarFuturesImpliedStdDevQuote:
Collaboration diagram for EurodollarFuturesImpliedStdDevQuote:
Public Member Functions | |
| EurodollarFuturesImpliedStdDevQuote (Handle< Quote > forward, Handle< Quote > callPrice, Handle< Quote > putPrice, Real strike, Real guess=.15, Real accuracy=1.0e-6, Natural maxIter=100) | |
| Public Member Functions inherited from Quote | |
| ~Quote () override=default | |
| virtual Real | value () const =0 |
| returns the current value More... | |
| virtual bool | isValid () const =0 |
| returns true if the Quote holds a valid value More... | |
| Public Member Functions inherited from Observable | |
| Observable () | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (Observable &&)=delete |
| virtual | ~Observable ()=default |
| void | notifyObservers () |
| Public Member Functions inherited from LazyObject | |
| LazyObject () | |
| ~LazyObject () override=default | |
| void | update () override |
| bool | isCalculated () const |
| void | forwardFirstNotificationOnly () |
| void | alwaysForwardNotifications () |
| void | recalculate () |
| void | freeze () |
| void | unfreeze () |
| Public Member Functions inherited from Observer | |
| Observer ()=default | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| virtual | ~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 | update ()=0 |
| 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 override |
| returns the current value More... | |
| bool | isValid () const override |
| returns true if the Quote holds a valid value More... | |
| void | performCalculations () const override |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
| Protected Member Functions inherited from LazyObject | |
| virtual void | calculate () const |
| Protected Attributes inherited from LazyObject | |
| bool | calculated_ = false |
| bool | frozen_ = false |
| bool | alwaysForward_ |
Detailed Description
quote for the Eurodollar-future implied standard deviation
Definition at line 35 of file eurodollarfuturesquote.hpp.
Constructor & Destructor Documentation
◆ EurodollarFuturesImpliedStdDevQuote()
Member Function Documentation
◆ value()
|
overridevirtual |
returns the current value
Implements Quote.
Definition at line 43 of file eurodollarfuturesquote.cpp.
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◆ isValid()
|
overridevirtual |
returns true if the Quote holds a valid value
Implements Quote.
Definition at line 48 of file eurodollarfuturesquote.cpp.
◆ performCalculations()
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overrideprotectedvirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.
Definition at line 58 of file eurodollarfuturesquote.cpp.
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Member Data Documentation
◆ impliedStdev_
|
mutableprotected |
Definition at line 52 of file eurodollarfuturesquote.hpp.
◆ strike_
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protected |
Definition at line 53 of file eurodollarfuturesquote.hpp.
◆ accuracy_
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protected |
Definition at line 54 of file eurodollarfuturesquote.hpp.
◆ maxIter_
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protected |
Definition at line 55 of file eurodollarfuturesquote.hpp.
◆ forward_
Definition at line 56 of file eurodollarfuturesquote.hpp.
◆ callPrice_
Definition at line 57 of file eurodollarfuturesquote.hpp.
◆ putPrice_
Definition at line 58 of file eurodollarfuturesquote.hpp.