ImpliedStdDevQuote Class Reference

quote for the implied standard deviation of an underlying More...

#include <impliedstddevquote.hpp>

Inheritance diagram for ImpliedStdDevQuote:

Collaboration diagram for ImpliedStdDevQuote:

Public Member Functions
	ImpliedStdDevQuote (Option::Type optionType, Handle< Quote > forward, Handle< Quote > price, Real strike, Real guess, 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_
Option::Type	optionType_
Real	strike_
Real	accuracy_
Natural	maxIter_
Handle< Quote >	forward_
Handle< Quote >	price_
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 implied standard deviation of an underlying

Definition at line 35 of file impliedstddevquote.hpp.

Constructor & Destructor Documentation

ImpliedStdDevQuote()

ImpliedStdDevQuote	(	Option::Type	optionType,
		Handle< Quote >	forward,
		Handle< Quote >	price,
		Real	strike,
		Real	guess,
		Real	accuracy = 1.0e-6,
		Natural	maxIter = 100
	)

Definition at line 27 of file impliedstddevquote.cpp.

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Member Function Documentation

value()

Real value ( ) const

overridevirtual

returns the current value

Implements Quote.

Definition at line 40 of file impliedstddevquote.cpp.

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isValid()

bool isValid ( ) const

overridevirtual

returns true if the Quote holds a valid value

Implements Quote.

Definition at line 45 of file impliedstddevquote.cpp.

performCalculations()

void performCalculations ( ) const

overrideprotectedvirtual

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

Implements LazyObject.

Definition at line 50 of file impliedstddevquote.cpp.

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Member Data Documentation

impliedStdev_

Real impliedStdev_

mutableprotected

Definition at line 52 of file impliedstddevquote.hpp.

optionType_

Option::Type optionType_

protected

Definition at line 53 of file impliedstddevquote.hpp.

strike_

Real strike_

protected

Definition at line 54 of file impliedstddevquote.hpp.

accuracy_

Real accuracy_

protected

Definition at line 55 of file impliedstddevquote.hpp.

maxIter_

Natural maxIter_

protected

Definition at line 56 of file impliedstddevquote.hpp.

forward_

Handle<Quote> forward_

protected

Definition at line 57 of file impliedstddevquote.hpp.

price_

Handle<Quote> price_

protected

Definition at line 58 of file impliedstddevquote.hpp.