ql/types.hpp File Reference
Detailed Description
Custom types.
#include <ql/qldefines.hpp>
#include <cstddef>
Include dependency graph for types.hpp:
Namespaces | |
| namespace | QuantLib |
Typedefs | |
| typedef QL_INTEGER | QuantLib::Integer |
| integer number | |
| typedef QL_BIG_INTEGER | QuantLib::BigInteger |
| large integer number | |
| typedef unsigned QL_INTEGER | QuantLib::Natural |
| positive integer | |
| typedef unsigned QL_BIG_INTEGER | QuantLib::BigNatural |
| large positive integer | |
| typedef QL_REAL | QuantLib::Real |
| real number | |
| typedef Real | QuantLib::Decimal |
| decimal number | |
| typedef std::size_t | QuantLib::Size |
| size of a container | |
| typedef Real | QuantLib::Time |
| continuous quantity with 1-year units | |
| typedef Real | QuantLib::DiscountFactor |
| discount factor between dates | |
| typedef Real | QuantLib::Rate |
| interest rates | |
| typedef Real | QuantLib::Spread |
| spreads on interest rates | |
| typedef Real | QuantLib::Volatility |
| volatility | |
