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

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