A free/open-source library for quantitative finance
Fully annotated sources - version 1.22
Numeric types


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

◆ 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

◆ 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

discount factor between dates


Definition at line 66 of file types.hpp.

◆ Rate

typedef Real Rate

◆ Spread

typedef Real Spread

spreads on interest rates

ConvertibleBonds.cpp, EquityOption.cpp, MarketModels.cpp, and MulticurveBootstrapping.cpp.

Definition at line 74 of file types.hpp.

◆ Volatility

typedef Real Volatility

◆ Probability

typedef Real Probability


Definition at line 82 of file types.hpp.