public static double calculate(Instrument instrument, IPricingEngine engine, SimpleQuote volQuote, double targetValue, double accuracy, int maxEvaluations, double minVol, double maxVol)
{
instrument.setupArguments(engine.getArguments());
engine.getArguments().validate();
PriceError f = new PriceError(engine, volQuote, targetValue);
Brent solver = new Brent();
solver.setMaxEvaluations(maxEvaluations);
double guess = (minVol + maxVol) / 2.0;
double result = solver.solve(f, accuracy, guess, minVol, maxVol);
return result;
}
//! shorts an instrument from the composite
public void subtract(Instrument instrument, double multiplier = 1.0)
{
add(instrument, -multiplier);
}
//! adds an instrument to the composite
public void add(Instrument instrument, double multiplier = 1.0)
{
components_.Add(new KeyValuePair <Instrument, double>(instrument, multiplier));
instrument.registerWith(update);
update();
}
