impliedvolatility.cpp File Reference

#include <ql/instruments/impliedvolatility.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/math/solvers1d/brent.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Variable Documentation

engine_

const PricingEngine& engine_

private

Definition at line 35 of file impliedvolatility.cpp.

vol_

SimpleQuote& vol_

private

Definition at line 36 of file impliedvolatility.cpp.

targetValue_

Real targetValue_

private

Definition at line 37 of file impliedvolatility.cpp.

results_

const Instrument::results* results_

private

Definition at line 38 of file impliedvolatility.cpp.