QuantLib_IntervalPrice (3) - Linux Manuals
QuantLib_IntervalPrice: interval price
NAME
QuantLib::IntervalPrice - interval price
SYNOPSIS
#include <ql/prices.hpp>
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< IntervalPrice > makeSeries (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)
Detailed Description
interval price
Author
Generated automatically by Doxygen for QuantLib from the source code.