ql/types.hpp File Reference
Detailed Description
Custom types.
#include <ql/qldefines.hpp>
#include <cstddef>
Include dependency graph for types.hpp:

Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef QL_INTEGER | QuantLib::Integer |
integer number | |
typedef QL_BIG_INTEGER | QuantLib::BigInteger |
large integer number | |
typedef unsigned QL_INTEGER | QuantLib::Natural |
positive integer | |
typedef unsigned QL_BIG_INTEGER | QuantLib::BigNatural |
large positive integer | |
typedef QL_REAL | QuantLib::Real |
real number | |
typedef Real | QuantLib::Decimal |
decimal number | |
typedef std::size_t | QuantLib::Size |
size of a container | |
typedef Real | QuantLib::Time |
continuous quantity with 1-year units | |
typedef Real | QuantLib::DiscountFactor |
discount factor between dates | |
typedef Real | QuantLib::Rate |
interest rates | |
typedef Real | QuantLib::Spread |
spreads on interest rates | |
typedef Real | QuantLib::Volatility |
volatility |