QuantLib_IntervalPrice man page

IntervalPrice — interval price

Synopsis

#include <ql/prices.hpp>

Public Types

enum Type { Open, Close, High, Low }

Public Member Functions

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)

Static Public Member Functions

Helper functions

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 > &, enum IntervalPrice::Type)

Detailed Description

interval price

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

mongoc_stream_file_new_for_path(3), shortrpm(1), xdf_open(3).

extractComponent(3), extractValues(3), high(3), IntervalPrice(3), low(3), makeSeries(3), open(3), setValue(3) and setValues(3) are aliases of QuantLib_IntervalPrice(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib