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IntervalPrice(3)                   QuantLib                   IntervalPrice(3)



NAME
       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.




Version 1.10.1                  Wed Feb 7 2018                IntervalPrice(3)