types man page

types — Numeric types

Typedefs

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
typedef Real Probability
probability

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

integer number

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and swapvaluation.cpp.

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

real number

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and swapvaluation.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 Rate

interest rates

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Repo.cpp, and swapvaluation.cpp.

typedef Real Spread

spreads on interest rates

Examples: ConvertibleBonds.cpp, EquityOption.cpp, and swapvaluation.cpp.

typedef Real Volatility

volatility

Examples: BermudanSwaption.cpp, Bonds.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, and EquityOption.cpp.

typedef Real Probability

probability

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

BigInteger(3), Decimal(3), DiscountFactor(3), Integer(3), Natural(3), Probability(3), Rate(3), Real(3), Size(3), Spread(3), Time(3) and Volatility(3) are aliases of types(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib