QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Typedefs
Numeric types

Typedefs

typedef QL_INTEGER Integer
 integer number More...
 
typedef QL_BIG_INTEGER BigInteger
 large integer number More...
 
typedef unsigned QL_INTEGER Natural
 positive integer More...
 
typedef QL_REAL Real
 real number More...
 
typedef Real Decimal
 decimal number More...
 
typedef std::size_t Size
 size of a container More...
 
typedef Real Time
 continuous quantity with 1-year units More...
 
typedef Real DiscountFactor
 discount factor between dates More...
 
typedef Real Rate
 interest rates More...
 
typedef Real Spread
 spreads on interest rates More...
 
typedef Real Volatility
 volatility More...
 
typedef Real Probability
 probability More...
 

Detailed Description

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

Typedef Documentation

typedef QL_INTEGER Integer
typedef QL_BIG_INTEGER BigInteger

large integer number

typedef unsigned QL_INTEGER Natural

positive integer

Examples:
Bonds.cpp, CallableBonds.cpp, and FittedBondCurve.cpp.
typedef QL_REAL Real
typedef Real Decimal

decimal number

typedef std::size_t Size

size of a container

typedef Real Time

continuous quantity with 1-year units

Examples:
ConvertibleBonds.cpp, DiscreteHedging.cpp, and FittedBondCurve.cpp.
typedef Real DiscountFactor

discount factor between dates

Examples:
DiscreteHedging.cpp.
typedef Real Rate
typedef Real Spread

spreads on interest rates

Examples:
ConvertibleBonds.cpp, EquityOption.cpp, and swapvaluation.cpp.
typedef Real Volatility
typedef Real Probability

probability