Numeric types


Typedefs

typedef Real Probability
 probability
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

Detailed Description

A number of numeric types are defined in order to add clarity to function and method declarations.

Typedef Documentation

typedef Real Probability

probability

typedef QL_INTEGER Integer

integer number

Examples:
CDS.cpp.

typedef QL_BIG_INTEGER BigInteger

large integer number

typedef unsigned QL_INTEGER Natural

positive integer

Examples:
Bonds.cpp.

typedef Real Decimal

decimal number

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