QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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interval price More...
#include <prices.hpp>
Public Types | |
enum | Type { Open , Close , High , Low } |
Public Member Functions | |
IntervalPrice () | |
IntervalPrice (Real open, Real close, Real high, Real low) | |
Inspectors | |
Real | open () const |
Real | close () const |
Real | high () const |
Real | low () const |
Real | value (IntervalPrice::Type) const |
Modifiers | |
void | setValue (Real value, IntervalPrice::Type) |
void | setValues (Real open, Real close, Real high, Real low) |
Helper functions | |
Real | open_ |
Real | close_ |
Real | high_ |
Real | low_ |
static TimeSeries< IntervalPrice > | makeSeries (const std::vector< Date > &d, const std::vector< Real > &open, const std::vector< Real > &close, const std::vector< Real > &high, const std::vector< Real > &low) |
static std::vector< Real > | extractValues (const TimeSeries< IntervalPrice > &, IntervalPrice::Type) |
static TimeSeries< Real > | extractComponent (const TimeSeries< IntervalPrice > &, IntervalPrice::Type) |
interval price
Definition at line 66 of file prices.hpp.
enum Type |
Enumerator | |
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Open | |
Close | |
High | |
Low |
Definition at line 68 of file prices.hpp.
IntervalPrice | ( | ) |
IntervalPrice | ( | Real | open, |
Real | close, | ||
Real | high, | ||
Real | low | ||
) |
Definition at line 61 of file prices.cpp.
Real open | ( | ) | const |
Real close | ( | ) | const |
Real high | ( | ) | const |
Real low | ( | ) | const |
Real value | ( | IntervalPrice::Type | t | ) | const |
void setValue | ( | Real | value, |
IntervalPrice::Type | t | ||
) |
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static |
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static |
Definition at line 132 of file prices.cpp.
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static |
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private |
Definition at line 104 of file prices.hpp.
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private |
Definition at line 104 of file prices.hpp.
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private |
Definition at line 104 of file prices.hpp.
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private |
Definition at line 104 of file prices.hpp.