ql/prices.hpp File Reference
Detailed Description
price classes
#include <ql/timeseries.hpp>
Include dependency graph for prices.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | IntervalPrice |
| interval price More... | |
Enumerations | |
| enum | PriceType { Bid, Ask, Last, Close, Mid, MidEquivalent, MidRobust } |
| Price types. | |
Functions | |
| Real | midEquivalent (const Real bid, const Real ask, const Real last, const Real close) |
| Real | midRobust (const Real bid, const Real ask) |