interval price More...
#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) |
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) |
interval price