Class StreamingIndicators.Vwap

java.lang.Object

com.quantfinlib.indicators.StreamingIndicators.Vwap

Enclosing class:

StreamingIndicators

public static final class StreamingIndicators.Vwap
extends Object

Cumulative volume-weighted average price.

Constructor Summary

Constructors

Constructor	Description
Vwap()

Method Summary

Modifier and Type	Method	Description
double	update(double price, double volume)
double	value()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Vwap

public Vwap()

Method Details

update

public double update(double price,
 double volume)

value

public double value()