prices (3) - Linux Man Pages

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

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