34 : impliedStdev_(guess), optionType_(optionType),
strike_(strike), accuracy_(accuracy),
35 maxIter_(maxIter), forward_(
std::move(forward)),
price_(
std::move(price)) {
51 static const Real discount = 1.0;
52 static const Real displacement = 0.0;
58 discount, displacement,
Shared handle to an observable.
void performCalculations() const override
ImpliedStdDevQuote(Option::Type optionType, Handle< Quote > forward, Handle< Quote > price, Real strike, Real guess, Real accuracy=1.0e-6, Natural maxIter=100)
Real value() const override
returns the current value
bool isValid() const override
returns true if the Quote holds a valid value
virtual void calculate() const
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
unsigned QL_INTEGER Natural
positive integer
quote for the implied standard deviation of an underlying
Real blackFormulaImpliedStdDev(Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount, Real displacement, Real guess, Real accuracy, Natural maxIterations)