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types.hpp
Langue: en
Version: 164259 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/types.hpp - Custom types.SYNOPSIS
#include <ql/qldefines.hpp>
#include <cstddef>
Typedefs
typedef QL_INTEGER Integer
integer number
typedef QL_BIG_INTEGER BigInteger
large integer number
typedef unsigned QL_INTEGER Natural
positive integer
typedef unsigned QL_BIG_INTEGER BigNatural
large positive integer
typedef QL_REAL 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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