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types.hpp

NAME

ql/types.hpp -

Custom types.

SYNOPSIS

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

Typedefs

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

Detailed Description

Custom types.

Author

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