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Sourcecode: quantlib version File versions

types.hpp File Reference

Detailed Description

Custom types.

Definition in file types.hpp.

#include <ql/qldefines.hpp>
#include <cstddef>

Go to the source code of this file.


namespace  QuantLib


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

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