IntervalPrice Class Reference

#include <ql/prices.hpp>

List of all members.


Detailed Description

interval price


Public Types

enum  Type { Open, Close, High, Low }

Public Member Functions

 IntervalPrice (Real open, Real close, Real high, Real low)
Inspectors
Real open () const
Real close () const
Real high () const
Real low () const
Real value (IntervalPrice::Type) const
Modifiers
void setValue (Real value, IntervalPrice::Type)
void setValues (Real open, Real close, Real high, Real low)

Static Public Member Functions

Helper functions
static TimeSeries< IntervalPricemakeSeries (const std::vector< Date > &d, const std::vector< Real > &open, const std::vector< Real > &close, const std::vector< Real > &high, const std::vector< Real > &low)
static std::vector< Real > extractValues (const TimeSeries< IntervalPrice > &, IntervalPrice::Type)
static TimeSeries< Real > extractComponent (const TimeSeries< IntervalPrice > &, enum IntervalPrice::Type)