Macros
#define	QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)())

#define	QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)())

#define	QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)())

#define	QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)())

#define	QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)())

#define	QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)())

#define	QL_NULL_INTEGER ((std::numeric_limits<int>::max)())

#define	QL_NULL_REAL ((std::numeric_limits<float>::max)())

Detailed Description

Some compilers do not give an implementation of <limits> yet. For the code to be portable these macros should be used instead of the corresponding method of std::numeric_limits or the corresponding macro defined in <limits.h>.

Macro Definition Documentation

◆ QL_MIN_INTEGER

#define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)())

Defines the value of the largest representable negative integer value

◆ QL_MAX_INTEGER

#define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)())

Defines the value of the largest representable integer value

◆ QL_MIN_REAL

#define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)())

Defines the value of the largest representable negative floating-point value

◆ QL_MIN_POSITIVE_REAL

#define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)())

Defines the value of the smallest representable positive double value

◆ QL_MAX_REAL

#define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)())

Defines the value of the largest representable floating-point value

◆ QL_EPSILON

#define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)())

Defines the machine precision for operations over doubles

Examples: CallableBonds.cpp.

Macros