prices (3) - Linux Manuals

prices: price classes

NAME

ql/prices.hpp - price classes

SYNOPSIS

#include <ql/timeseries.hpp>

Classes

class IntervalPrice
interval price

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)

Detailed Description

price classes

Author

Generated automatically by Doxygen for QuantLib from the source code.