QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Typedefs
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.