Numeric types

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

Detailed Description

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

Typedef Documentation

Integer

typedef QL_INTEGER Integer

integer number

Definition at line 35 of file types.hpp.

BigInteger

typedef QL_BIG_INTEGER BigInteger

large integer number

Definition at line 39 of file types.hpp.

Natural

typedef unsigned QL_INTEGER Natural

positive integer

Definition at line 43 of file types.hpp.

Real

typedef QL_REAL Real

real number

Definition at line 50 of file types.hpp.

Decimal

typedef Real Decimal

decimal number

Definition at line 54 of file types.hpp.

Size

typedef std::size_t Size

size of a container

Definition at line 58 of file types.hpp.

Time

typedef Real Time

continuous quantity with 1-year units

Definition at line 62 of file types.hpp.

DiscountFactor

typedef Real DiscountFactor

discount factor between dates

Definition at line 66 of file types.hpp.

Rate

typedef Real Rate

interest rates

Definition at line 70 of file types.hpp.

Spread

typedef Real Spread

spreads on interest rates

Definition at line 74 of file types.hpp.

Volatility

typedef Real Volatility

volatility

Definition at line 78 of file types.hpp.

Probability

typedef Real Probability

probability

Definition at line 82 of file types.hpp.