price classes More...
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) |
price classes