Numeric types

Typedefs

typedef Real Probability
 probability
typedef QL_INTEGER Integer
 integer number
typedef QL_BIG_INTEGER BigInteger
 large integer number
typedef unsigned QL_INTEGER Natural
 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

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


Typedef Documentation

typedef Real Probability

probability

typedef QL_BIG_INTEGER BigInteger

large integer number

typedef unsigned QL_INTEGER Natural

positive integer

Examples:
Bonds.cpp, CallableBonds.cpp, and FittedBondCurve.cpp.
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 Spread

spreads on interest rates

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