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

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004 StatPro Italia srl
 Copyright (C) 2010 Kakhkhor Abdijalilov

 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.

/*! \file null.hpp
    \brief null values

#ifndef quantlib_null_hpp
#define quantlib_null_hpp

#include <ql/types.hpp>
#include <boost/type_traits.hpp>

namespace QuantLib {

    //! template class providing a null value for a given type.
    template <class Type>
    class Null;

    namespace detail {

        template <bool>
        struct FloatingPointNull;

        // null value for floating-point types
        template <>
00046         struct FloatingPointNull<true> {
            static float nullValue() {
                return QL_NULL_REAL;

        // null value for integer types
        template <>
00054         struct FloatingPointNull<false> {
            static int nullValue() {
                return QL_NULL_INTEGER;


    // default implementation for built-in types
    template <typename T>
00064     class Null {
        Null() {}
        operator T() const {
            return T(detail::FloatingPointNull<



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