types (3) - Linux Man Pages

types: Custom types.


ql/types.hpp - Custom types.


#include <ql/qldefines.hpp>
#include <cstddef>


typedef QL_INTEGER Integer
integer 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

Detailed Description

Custom types.


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