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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Custom types. More...
Go to the source code of this file.
Namespaces | |
| namespace | QuantLib |
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 unsigned QL_BIG_INTEGER | BigNatural |
| large 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... | |
Custom types.
Definition in file types.hpp.