Package jdistlib.finance

Class ImpliedVolatilityResult

java.lang.Object

jdistlib.finance.ImpliedVolatilityResult

public final class ImpliedVolatilityResult
extends Object

Checked implied-volatility inversion result.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static enum	ImpliedVolatilityResult.Status

Method Summary

Modifier and Type	Method	Description
int	getIterations()
double	getLowerBracket()
double	getLowerPriceBound()
double	getResidual()
ImpliedVolatilityResult.Status	getStatus()
double	getUpperBracket()
double	getUpperPriceBound()
double	getVolatility()
boolean	isConverged()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

getVolatility

public double getVolatility()

getResidual

public double getResidual()

getIterations

public int getIterations()

getLowerBracket

public double getLowerBracket()

getUpperBracket

public double getUpperBracket()

getLowerPriceBound

public double getLowerPriceBound()

getUpperPriceBound

public double getUpperPriceBound()

getStatus

public ImpliedVolatilityResult.Status getStatus()

isConverged

public boolean isConverged()