在线播放.html,网页嵌入式SWF视频播放器

[html]代码库HTML嵌入代码:

//优先使用Video播放

//播放器地址

//IE浏览器

//高级浏览器

Flvplayer.swf 参数详细说明:

vcastr_file 方法2传递影片flv文件地址参数,多个使用|分开 空

vcastr_title 影片标题参数,多个使用|分开,与方法2配合使用 空

vcastr_xml 方法3 传递影片flv文件地址参数,样板参考 vcastr.xml

IsAutoPlay 影片自动播放参数:0表示不自动播放,1表示自动播放 0

IsContinue 影片连续播放参数:0表示不连续播放,1表示连续循环播 1

IsRandom 影片随机播放参数:0表示不随机播放,1表示随机播放 0

DefaultVolume 默认音量参数 :0-100 的数值,设置影片开始默认音量大小 100

BarPosition 控制栏位置参数 :0表示在影片上浮动显示,1表示在影片下方显示 0

IsShowBar 控制栏显示参数 :0表示不显示;1表示一直显示;2表示鼠标悬停时显示;3表示开始不显示,鼠标悬停后显示 2

BarColor 播放控制栏颜色,颜色都以0x开始16进制数字表示 0x000033

BarTransparent 播放控制栏透明度 60

GlowColor 按键图标颜色,颜色都以0x开始16进制数字表示 0x66ff00

IconColor 鼠标悬停时光晕颜色,颜色都以0x开始16进制数字表示 0xFFFFFF

TextColor 播放器文字颜色,颜色都以0x开始16进制数字表示 0xFFFFFF

LogoText 可以添加自己网站名称等信息(英文) 空

LogoUrl 可以从外部读取logo图片,注意自己调整logo大小,支持图片格式和swf格式 空

EndSwf 影片播放结束后,从外部读取swf文件,可以添加相关影片信息,影片分享等信息,需自己制作 空

BeginSwf 影片开始播放之前,从外部读取swf文件,可以添加广告,或者网站信息,需自己制作 空

IsShowTime 是否显示时间 : 0表示不显示时间,1表示显示时间 1

BufferTime 影片缓冲时间,单位(秒) 2

[代码运行效果截图]

c1405afc0b10dc0875eb27d1bc726687.png

[源代码打包下载]

7ab7b94785bbdb79d4aaa6009386543f.gifFlvplayer.zip(50积分)[336 次下载]

694748ed64b9390909c0d88230893790.png

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Carlos Oliveira, "Options and Derivatives Programming in C++" 2016 | ISBN-10: 1484218132 | 260 pages | PDF | 7 MB This is a hands-on book for programmers wanting to learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language. Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects. Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies. What You Will Learn Grasp the fundamental problems in options and derivatives trading Converse intelligently about credit default swaps, Forex derivatives, and more Implement valuation models and trading strategies Build pricing algorithms around the Black-Sholes Model, and also using the Binomial and Differential Equations methods Run quantitative finance algorithms using linear algebra techniques Recognize and apply the most common design patterns used in options trading Save time by using the latest C++ features such as the STL and the Boost libraries Who This Book Is For Options and Derivatives Programming in C++ is for professional developers who have some experience with the C++ language and would like to leverage that knowledge into financial software development. This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready to use solutions. Readers will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts.
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