Numeric types


Detailed Description

A number of numeric types are defined in order to add clarity to function and method declarations.


Typedefs

typedef QL_INTEGER QuantLib::Integer
 integer number

typedef QL_BIG_INTEGER QuantLib::BigInteger
 large integer number

typedef unsigned QL_INTEGER QuantLib::Natural
 positive integer

typedef QL_REAL QuantLib::Real
 real number

typedef Real QuantLib::Decimal
 decimal number

typedef QL_SIZE_T QuantLib::Size
 size of a container

typedef Real QuantLib::Time
 continuous quantity with 1-year units

typedef Real QuantLib::DiscountFactor
 discount factor between dates

typedef Real QuantLib::Rate
 interest rates

typedef Real QuantLib::Spread
 spreads on interest rates

typedef Real QuantLib::Volatility
 volatility


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