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Sourcecode: quantlib version File versions  Download package

Price types.

Enumerator:
Bid  Bid price.
Ask  Ask price.
Last  Last price.
Close  Close price.
Mid  Mid price, calculated as the arithmetic average of bid and ask prices.
MidEquivalent  Mid equivalent price, calculated as a) the arithmetic average of bid and ask prices when both are available; b) either the bid or the ask price if any of them is available; c) the last price; or d) the close price.
MidSafe  Safe Mid price, returns the mid price only if both bid and ask are available.

Definition at line 35 of file prices.hpp.

                   {
         Bid,          /*!< Bid price. */
         Ask,          /*!< Ask price. */
         Last,         /*!< Last price. */
         Close,        /*!< Close price. */
         Mid,          /*!< Mid price, calculated as the arithmetic
                            average of bid and ask prices. */
         MidEquivalent, /*!< Mid equivalent price, calculated as
                            a) the arithmetic average of bid and ask prices
                            when both are available; b) either the bid or the
                            ask price if any of them is available;
                            c) the last price; or d) the close price. */
         MidSafe       /*!< Safe Mid price, returns the mid price only if
                            both bid and ask are available. */
    };


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