QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
types.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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Copyright (C) 2003, 2004, 2005 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file types.hpp
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\brief Custom types
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*/
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#ifndef quantlib_types_hpp
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#define quantlib_types_hpp
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#include <
ql/qldefines.hpp
>
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#include <cstddef>
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namespace
QuantLib
{
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//! integer number
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/*! \ingroup types */
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typedef
QL_INTEGER
Integer
;
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//! large integer number
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/*! \ingroup types */
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typedef
QL_BIG_INTEGER
BigInteger
;
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//! positive integer
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/*! \ingroup types */
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typedef
unsigned
QL_INTEGER
Natural
;
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//! large positive integer
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typedef
unsigned
QL_BIG_INTEGER
BigNatural
;
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//! real number
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/*! \ingroup types */
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typedef
QL_REAL
Real
;
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//! decimal number
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/*! \ingroup types */
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typedef
Real
Decimal
;
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//! size of a container
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/*! \ingroup types */
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typedef
std::size_t
Size
;
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//! continuous quantity with 1-year units
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/*! \ingroup types */
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typedef
Real
Time
;
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//! discount factor between dates
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/*! \ingroup types */
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typedef
Real
DiscountFactor
;
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//! interest rates
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/*! \ingroup types */
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typedef
Real
Rate
;
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//! spreads on interest rates
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/*! \ingroup types */
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typedef
Real
Spread
;
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//! volatility
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/*! \ingroup types */
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typedef
Real
Volatility
;
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//! probability
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/*! \ingroup types */
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typedef
Real
Probability
;
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}
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#endif
QuantLib::Time
Real Time
continuous quantity with 1-year units
Definition:
types.hpp:62
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib::BigInteger
QL_BIG_INTEGER BigInteger
large integer number
Definition:
types.hpp:39
QuantLib::DiscountFactor
Real DiscountFactor
discount factor between dates
Definition:
types.hpp:66
QuantLib::Natural
unsigned QL_INTEGER Natural
positive integer
Definition:
types.hpp:43
QuantLib::Volatility
Real Volatility
volatility
Definition:
types.hpp:78
QuantLib::Integer
QL_INTEGER Integer
integer number
Definition:
types.hpp:35
QuantLib::Probability
Real Probability
probability
Definition:
types.hpp:82
QuantLib::Spread
Real Spread
spreads on interest rates
Definition:
types.hpp:74
QuantLib::Rate
Real Rate
interest rates
Definition:
types.hpp:70
QuantLib::Decimal
Real Decimal
decimal number
Definition:
types.hpp:54
QuantLib::Size
std::size_t Size
size of a container
Definition:
types.hpp:58
QuantLib
Definition:
any.hpp:35
QuantLib::BigNatural
unsigned QL_BIG_INTEGER BigNatural
large positive integer
Definition:
types.hpp:46
qldefines.hpp
Global definitions and compiler switches.
QL_REAL
#define QL_REAL
Definition:
qldefines.hpp:74
QL_BIG_INTEGER
#define QL_BIG_INTEGER
Definition:
qldefines.hpp:70
QL_INTEGER
#define QL_INTEGER
Definition:
qldefines.hpp:66
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