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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2004 Ferdinando Ametrano
 Copyright (C) 2000-2004 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

#ifndef quantlib_config_hpp
#define quantlib_config_hpp

   User configuration section:
   modify the following definitions to suit your preferences.

   Do not modify this file if you are using a Linux/Unix system:
   it will not be read by the compiler. The definitions below
   will be provided by running ./configure instead.

/* Define this if error messages should include file and line information. */
// #define QL_ERROR_LINES 1

/* Define this if tracing messages should be allowed (whether they are
   actually emitted will depend on run-time settings.) */
// #define QL_ENABLE_TRACING 1

/* Define this if negative yield rates should be allowed. This might not be
   safe. */
// #define QL_NEGATIVE_RATES 1

/* Define this if extra safety checks should be performed. This can degrade
   performance. */

/* Define this if payments occurring today should enter the NPV of an
   instrument. */

/* Define this if you want to disable deprecated code. */

/* Define this to use indexed coupons instead of par coupons in floating
   legs. */


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