ql/types.hpp File Reference
Detailed Description
Custom types.
#include <ql/qldefines.hpp>
Include dependency graph for types.hpp:
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Namespaces |
namespace | QuantLib |
Typedefs |
typedef QL_INTEGER | Integer |
| integer number
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typedef QL_BIG_INTEGER | BigInteger |
| large integer number
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typedef unsigned QL_INTEGER | Natural |
| positive integer
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typedef unsigned QL_BIG_INTEGER | BigNatural |
| large positive integer
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typedef QL_REAL | Real |
| real number
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typedef Real | Decimal |
| decimal number
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typedef QL_SIZE_T | Size |
| size of a container
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typedef Real | Time |
| continuous quantity with 1-year units
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typedef Real | DiscountFactor |
| discount factor between dates
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typedef Real | Rate |
| interest rates
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typedef Real | Spread |
| spreads on interest rates
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typedef Real | Volatility |
| volatility
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