Spread (3) Linux Manual Page
Numeric types –
Typedefs
typedef Real Probabilityprobability
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
probabilitytypedef 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 numbertypedef 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 numbertypedef std::size_t Size
size of a container Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, and swapvaluation.cpp.
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.