ql/types.hpp File Reference
Detailed Description
Custom types.
#include <ql/qldefines.hpp>
Include dependency graph for types.hpp:
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Namespaces |
| namespace | QuantLib |
Typedefs |
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typedef QL_INTEGER | Integer |
| | integer number
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typedef QL_BIG_INTEGER | BigInteger |
| | large integer number
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typedef unsigned QL_INTEGER | Natural |
| | positive integer
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typedef unsigned QL_BIG_INTEGER | BigNatural |
| | large positive integer
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typedef QL_REAL | Real |
| | real number
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typedef Real | Decimal |
| | decimal number
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typedef std::size_t | Size |
| | size of a container
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typedef Real | Time |
| | continuous quantity with 1-year units
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typedef Real | DiscountFactor |
| | discount factor between dates
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typedef Real | Rate |
| | interest rates
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typedef Real | Spread |
| | spreads on interest rates
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typedef Real | Volatility |
| | volatility
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