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External module "ql/prices"

Index

Enumerations

Classes

Functions

Functions

midEquivalent

  • return the MidEquivalent price, i.e. the mid if available, or a suitable substitute if the proper mid is not available

    Parameters

    Returns Real

midSafe

  • return the MidSafe price, i.e. the mid only if both bid and ask prices are available

    Parameters

    Returns Real