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prices.hpp
Langue: en
Version: 383115 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/prices.hpp -price classes
SYNOPSIS
#include <ql/timeseries.hpp>
#include <ql/utilities/null.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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