prices.hpp File Reference

price classes More...

Include dependency graph for prices.hpp:

Classes

class  IntervalPrice
 interval price More...
 

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