prices.hpp File Reference

price classes More...

#include <ql/timeseries.hpp>
#include <ql/utilities/null.hpp>

Go to the source code of this file.

Classes
class	IntervalPrice
	interval price More...
class	Null< IntervalPrice >

Namespaces
namespace	QuantLib

Enumerations
enum	PriceType {   Bid , Ask , Last , Close ,   Mid , MidEquivalent , MidSafe }
	Price types. More...

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

Definition in file prices.hpp.