BigNatural (3) Linux Manual Page
ql/types.hpp – Custom types.
Synopsis
#include <ql/qldefines.hpp>#include <cstddef>
Typedefs
typedef QL_INTEGER Integerinteger number
typedef QL_BIG_INTEGER BigInteger
large integer number
typedef unsigned QL_INTEGER Natural
positive integer
typedef unsigned QL_BIG_INTEGER BigNatural
large 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
