Numeric types
Detailed Description
A number of numeric types are defined in order to add clarity to function and method declarations.
Typedefs | |
typedef QL_INTEGER | Integer |
integer number | |
typedef QL_BIG_INTEGER | BigInteger |
large integer number | |
typedef unsigned QL_INTEGER | Natural |
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 |
Typedef Documentation
typedef QL_INTEGER Integer |
integer number
typedef QL_BIG_INTEGER BigInteger |
large integer number
typedef unsigned QL_INTEGER Natural |
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 |
typedef Real DiscountFactor |
typedef Real Rate |
interest rates
- Examples:
- BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FRA.cpp, Repo.cpp, and swapvaluation.cpp.
typedef Real Spread |
typedef Real Volatility |
volatility
- Examples:
- BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, and EquityOption.cpp.