File: class_quant_lib_1_1_interval_price.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (139 lines) | stat: -rw-r--r-- 10,811 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>IntervalPrice Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="185" height="50" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 1.2</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_interval_price.html">IntervalPrice</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="summary">
<a href="#pub-types">Public Types</a> &#124;
<a href="#pub-methods">Public Member Functions</a>  </div>
  <div class="headertitle">
<div class="title">IntervalPrice Class Reference</div>  </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::IntervalPrice" -->
<p>interval price  
 <a href="class_quant_lib_1_1_interval_price.html#details">More...</a></p>

<p><code>#include &lt;ql/prices.hpp&gt;</code></p>

<p><a href="class_quant_lib_1_1_interval_price-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum &#160;</td><td class="memItemRight" valign="bottom"><b>Type</b> { <b>Open</b>, 
<b>Close</b>, 
<b>High</b>, 
<b>Low</b>
 }</td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a55fb9afa8813c4d56212a946fbb4527f"></a><!-- doxytag: member="QuantLib::IntervalPrice::IntervalPrice" ref="a55fb9afa8813c4d56212a946fbb4527f" args="(Real open, Real close, Real high, Real low)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>IntervalPrice</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> open, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> close, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> high, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> low)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a856a693a06d5afacb06355639a1abce5"></a><!-- doxytag: member="QuantLib::IntervalPrice::open" ref="a856a693a06d5afacb06355639a1abce5" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>open</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a760e68e04a1de187b12f14ed431d5b7f"></a><!-- doxytag: member="QuantLib::IntervalPrice::close" ref="a760e68e04a1de187b12f14ed431d5b7f" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>close</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae4747a97e5319952aad4d2fdcbd922fd"></a><!-- doxytag: member="QuantLib::IntervalPrice::high" ref="ae4747a97e5319952aad4d2fdcbd922fd" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>high</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3885ecba4d75226d09b5da5b50219e3d"></a><!-- doxytag: member="QuantLib::IntervalPrice::low" ref="a3885ecba4d75226d09b5da5b50219e3d" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>low</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acee7d35150d5eb317f1297520ab7ff03"></a><!-- doxytag: member="QuantLib::IntervalPrice::value" ref="acee7d35150d5eb317f1297520ab7ff03" args="(IntervalPrice::Type) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>value</b> (IntervalPrice::Type) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Modifiers</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2bf443157a54b032c47c7d1bc4f9bd1f"></a><!-- doxytag: member="QuantLib::IntervalPrice::setValue" ref="a2bf443157a54b032c47c7d1bc4f9bd1f" args="(Real value, IntervalPrice::Type)" -->
void&#160;</td><td class="memItemRight" valign="bottom"><b>setValue</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> value, IntervalPrice::Type)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad3ee0adc80b6bdc7e977553d09dced95"></a><!-- doxytag: member="QuantLib::IntervalPrice::setValues" ref="ad3ee0adc80b6bdc7e977553d09dced95" args="(Real open, Real close, Real high, Real low)" -->
void&#160;</td><td class="memItemRight" valign="bottom"><b>setValues</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> open, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> close, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> high, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> low)</td></tr>
<tr><td colspan="2"><h2><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Helper functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa65c06d1f48a093f170765f5cb0d5d1a"></a><!-- doxytag: member="QuantLib::IntervalPrice::makeSeries" ref="aa65c06d1f48a093f170765f5cb0d5d1a" args="(const std::vector&lt; Date &gt; &amp;d, const std::vector&lt; Real &gt; &amp;open, const std::vector&lt; Real &gt; &amp;close, const std::vector&lt; Real &gt; &amp;high, const std::vector&lt; Real &gt; &amp;low)" -->
static <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>&lt; <a class="el" href="class_quant_lib_1_1_interval_price.html">IntervalPrice</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>makeSeries</b> (const std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt; &amp;d, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;open, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;close, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;high, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;low)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5dd7dfe99440e13129f9b91c84ba1f75"></a><!-- doxytag: member="QuantLib::IntervalPrice::extractValues" ref="a5dd7dfe99440e13129f9b91c84ba1f75" args="(const TimeSeries&lt; IntervalPrice &gt; &amp;, IntervalPrice::Type)" -->
static std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>extractValues</b> (const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>&lt; <a class="el" href="class_quant_lib_1_1_interval_price.html">IntervalPrice</a> &gt; &amp;, IntervalPrice::Type)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa2975db12f512e672d6f5180295464e1"></a><!-- doxytag: member="QuantLib::IntervalPrice::extractComponent" ref="aa2975db12f512e672d6f5180295464e1" args="(const TimeSeries&lt; IntervalPrice &gt; &amp;, enum IntervalPrice::Type)" -->
static <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>extractComponent</b> (const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>&lt; <a class="el" href="class_quant_lib_1_1_interval_price.html">IntervalPrice</a> &gt; &amp;, enum IntervalPrice::Type)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>interval price </p>
</div></div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>