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Sourcecode: quantlib version File versions  Download package

prices.hpp File Reference


Detailed Description

price classes

Definition in file prices.hpp.

#include <ql/timeseries.hpp>
#include <ql/utilities/null.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::IntervalPrice
 interval price More...
class  QuantLib::Null< IntervalPrice >

Enumerations

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

Functions

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


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