Numeric types
Detailed Description
A number of numeric types are defined in order to add clarity to function and method declarations.
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Typedefs |
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typedef QL_INTEGER | Integer |
| | integer number
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typedef QL_BIG_INTEGER | BigInteger |
| | large integer number
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typedef unsigned QL_INTEGER | Natural |
| | positive integer
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typedef QL_REAL | Real |
| | real number
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typedef Real | Decimal |
| | decimal number
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typedef std::size_t | Size |
| | size of a container
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typedef Real | Time |
| | continuous quantity with 1-year units
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typedef Real | DiscountFactor |
| | discount factor between dates
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typedef Real | Rate |
| | interest rates
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typedef Real | Spread |
| | spreads on interest rates
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typedef Real | Volatility |
| | volatility
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