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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
prices.cpp File Reference
#include <ql/prices.hpp>
#include <ql/errors.hpp>

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Namespaces

namespace  QuantLib
 

Functions

Real midEquivalent (const Real bid, const Real ask, const Real last, const Real close)
 
Real midSafe (const Real bid, const Real ask)