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<h1>Numeric types</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
A number of numeric types are defined in order to add clarity to function and method declarations.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Typedefs</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef QL_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">integer number <a href="#gb9c87440c314438e51a899a03d2442d0"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef QL_BIG_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">large integer number <a href="#g4f0ecbbf99e41b6d69cd54871d5d2b9e"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef unsigned QL_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">positive integer <a href="#g7e529c39c477ba1f5a22264d93e8457a"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef QL_REAL </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">real number <a href="#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef Real </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">decimal number <a href="#gee215f8d421f6afcede0391fcffb5fe7"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef std::size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">size of a container <a href="#gf38bdb4c54463b1f456655efa95b5c77"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef Real </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">continuous quantity with 1-year units <a href="#g14fb8fca43a68f4168654e1f9f7e22f7"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef Real </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">discount factor between dates <a href="#g642a971a0bcbbd2fb26c35e1a06e5761"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef Real </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">interest rates <a href="#gede435af51236692b1107d7639581d39"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef Real </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">spreads on interest rates <a href="#ge7427f4743503002b0c6eeeefae91a3d"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef Real </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">volatility <a href="#gaa95ab7fe66935e3f7535413fad2a7d3"></a><br></td></tr>
</table>
<hr><h2>Typedef Documentation</h2>
<a class="anchor" name="gb9c87440c314438e51a899a03d2442d0"></a><!-- doxytag: member="QuantLib::Integer" ref="gb9c87440c314438e51a899a03d2442d0" args="" -->
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<td class="memname">typedef QL_INTEGER Integer </td>
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<p>
integer number
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_bermudan_swaption_8cpp-example.html#a0">BermudanSwaption.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#a0">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#a0">DiscreteHedging.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#a0">EquityOption.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#a0">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#a0">FRA.cpp</a>, <a class="el" href="_replication_8cpp-example.html#a0">Replication.cpp</a>, <a class="el" href="_repo_8cpp-example.html#a0">Repo.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#a0">swapvaluation.cpp</a>.</dl>
</div>
</div><p>
<a class="anchor" name="g4f0ecbbf99e41b6d69cd54871d5d2b9e"></a><!-- doxytag: member="QuantLib::BigInteger" ref="g4f0ecbbf99e41b6d69cd54871d5d2b9e" args="" -->
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<td class="memname">typedef QL_BIG_INTEGER BigInteger </td>
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<div class="memdoc">
<p>
large integer number
<p>
</div>
</div><p>
<a class="anchor" name="g7e529c39c477ba1f5a22264d93e8457a"></a><!-- doxytag: member="QuantLib::Natural" ref="g7e529c39c477ba1f5a22264d93e8457a" args="" -->
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<td class="memname">typedef unsigned QL_INTEGER Natural </td>
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</div>
<div class="memdoc">
<p>
positive integer
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_fitted_bond_curve_8cpp-example.html#a15">FittedBondCurve.cpp</a>.</dl>
</div>
</div><p>
<a class="anchor" name="g4bdf4bfe76b9ffa6fa64c47d8bfa0c78"></a><!-- doxytag: member="QuantLib::Real" ref="g4bdf4bfe76b9ffa6fa64c47d8bfa0c78" args="" -->
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<td class="memname">typedef QL_REAL Real </td>
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<div class="memdoc">
<p>
real number
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_bermudan_swaption_8cpp-example.html#a5">BermudanSwaption.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#a1">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#a2">DiscreteHedging.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#a4">EquityOption.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#a2">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#a15">FRA.cpp</a>, <a class="el" href="_replication_8cpp-example.html#a2">Replication.cpp</a>, <a class="el" href="_repo_8cpp-example.html#a7">Repo.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#a8">swapvaluation.cpp</a>.</dl>
</div>
</div><p>
<a class="anchor" name="gee215f8d421f6afcede0391fcffb5fe7"></a><!-- doxytag: member="QuantLib::Decimal" ref="gee215f8d421f6afcede0391fcffb5fe7" args="" -->
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<td class="memname">typedef Real Decimal </td>
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<div class="memdoc">
<p>
decimal number
<p>
</div>
</div><p>
<a class="anchor" name="gf38bdb4c54463b1f456655efa95b5c77"></a><!-- doxytag: member="QuantLib::Size" ref="gf38bdb4c54463b1f456655efa95b5c77" args="" -->
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<td class="memname">typedef std::size_t Size </td>
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<p>
size of a container
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_bermudan_swaption_8cpp-example.html#a1">BermudanSwaption.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#a17">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#a8">DiscreteHedging.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#a12">EquityOption.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#a1">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#a16">FRA.cpp</a>, <a class="el" href="_replication_8cpp-example.html#a5">Replication.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#a30">swapvaluation.cpp</a>.</dl>
</div>
</div><p>
<a class="anchor" name="g14fb8fca43a68f4168654e1f9f7e22f7"></a><!-- doxytag: member="QuantLib::Time" ref="g14fb8fca43a68f4168654e1f9f7e22f7" args="" -->
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<td class="memname">typedef Real Time </td>
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<div class="memdoc">
<p>
continuous quantity with 1-year units
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_convertible_bonds_8cpp-example.html#a23">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#a1">DiscreteHedging.cpp</a>, and <a class="el" href="_fitted_bond_curve_8cpp-example.html#a25">FittedBondCurve.cpp</a>.</dl>
</div>
</div><p>
<a class="anchor" name="g642a971a0bcbbd2fb26c35e1a06e5761"></a><!-- doxytag: member="QuantLib::DiscountFactor" ref="g642a971a0bcbbd2fb26c35e1a06e5761" args="" -->
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<td class="memname">typedef Real DiscountFactor </td>
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<p>
discount factor between dates
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_discrete_hedging_8cpp-example.html#a5">DiscreteHedging.cpp</a>.</dl>
</div>
</div><p>
<a class="anchor" name="gede435af51236692b1107d7639581d39"></a><!-- doxytag: member="QuantLib::Rate" ref="gede435af51236692b1107d7639581d39" args="" -->
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<td class="memname">typedef Real Rate </td>
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<p>
interest rates
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_bermudan_swaption_8cpp-example.html#a20">BermudanSwaption.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#a3">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#a4">DiscreteHedging.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#a6">EquityOption.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#a28">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#a7">FRA.cpp</a>, <a class="el" href="_repo_8cpp-example.html#a2">Repo.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#a7">swapvaluation.cpp</a>.</dl>
</div>
</div><p>
<a class="anchor" name="ge7427f4743503002b0c6eeeefae91a3d"></a><!-- doxytag: member="QuantLib::Spread" ref="ge7427f4743503002b0c6eeeefae91a3d" args="" -->
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<td class="memname">typedef Real Spread </td>
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<div class="memdoc">
<p>
spreads on interest rates
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_convertible_bonds_8cpp-example.html#a2">ConvertibleBonds.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#a5">EquityOption.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#a26">swapvaluation.cpp</a>.</dl>
</div>
</div><p>
<a class="anchor" name="gaa95ab7fe66935e3f7535413fad2a7d3"></a><!-- doxytag: member="QuantLib::Volatility" ref="gaa95ab7fe66935e3f7535413fad2a7d3" args="" -->
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<td class="memname">typedef Real Volatility </td>
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<div class="memdoc">
<p>
volatility
<p>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_bermudan_swaption_8cpp-example.html#a2">BermudanSwaption.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#a4">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#a3">DiscreteHedging.cpp</a>, and <a class="el" href="_equity_option_8cpp-example.html#a7">EquityOption.cpp</a>.</dl>
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