quote for the Eurodollar-future implied standard deviation More...
#include <ql/quotes/eurodollarfuturesquote.hpp>
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) | |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
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void | update () |
void | recalculate () |
void | freeze () |
void | unfreeze () |
void | alwaysForwardNotifications () |
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Observer (const Observer &) | |
Observer & | operator= (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< Quote > | forward_ |
Handle< Quote > | callPrice_ |
Handle< Quote > | putPrice_ |
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 | |
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typedef boost::unordered_set< ext::shared_ptr< Observable > > | set_type |
typedef set_type::iterator | iterator |
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virtual void | calculate () const |
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bool | calculated_ |
bool | frozen_ |
bool | alwaysForward_ |
quote for the Eurodollar-future implied standard deviation
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protectedvirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.