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