ql/prices.hpp File Reference


Detailed Description

price classes

#include <ql/timeseries.hpp>

Include dependency graph for prices.hpp:


Namespaces

namespace  QuantLib

Classes

class  IntervalPrice
 interval price More...

Enumerations

enum  PriceType {
  Bid, Ask, Last, Close,
  Mid, MidEquivalent, MidSafe
}
 Price types.

Functions

Real midEquivalent (const Real bid, const Real ask, const Real last, const Real close)
Real midSafe (const Real bid, const Real ask)