IntervalPrice Class Reference

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)

Detailed Description

interval price