ql/prices.hpp File Reference
price classes More...
#include <ql/timeseries.hpp>
#include <ql/utilities/null.hpp>
Include dependency graph for prices.hpp:

Classes | |
| class | IntervalPrice |
| interval price More... | |
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