QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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.