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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h3 class="navbartitle">Version 1.2</h3>
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<div class="textblock"><p>A number of macros is provided for user configuration. Defining or undefining such macros triggers variations in some library functionality.</p>
<p>Under a Linux/Unix system, they are (un)set by <code>configure</code>; run </p>
<div class="fragment"><pre class="fragment"> ./configure --help
</pre></div><p> for a list of corresponding command-line options.</p>
<p>Under a Windows system, they must be (un)defined by editing the file <ql/userconfig.hpp> and commenting or uncommenting the relevant lines.</p>
<p>Such macros include:</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_ERROR_FUNCTIONS</span>
</pre></div><p>If defined, function information is added to the error messages thrown by the library. Undefined by default.</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_ERROR_LINES</span>
</pre></div><p> If defined, file and line information is added to the error messages thrown by the library. Undefined by default.</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_ENABLE_TRACING</span>
</pre></div><p>If enabled, tracing messages might be emitted by the library depending on run-time settings. Enabling this option can degrade performance. Undefined by default.</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_NEGATIVE_RATES</span>
</pre></div><p> If defined, negative yield rates are allowed in a few places where they are currently forbidden. It is still not clear whether this is safe. Undefined by default.</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_EXTRA_SAFETY_CHECKS</span>
</pre></div><p> If defined, extra run-time checks are added to a few functions. This can prevent their inlining and degrade performance. Undefined by default.</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_TODAYS_PAYMENTS</span>
</pre></div><p> If undefined (the default,) payments are considered to be settled at the beginning of the day. Therefore, payments occurring at today's date are not included in the NPV of an instrument.</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_DISABLE_DEPRECATED</span>
</pre></div><p> If defined, deprecated code will not be included in the library. Undefined by default.</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_USE_INDEXED_COUPON</span>
</pre></div><p> If defined, indexed coupons (see the documentation) are used in floating legs. If undefined (the default), par coupons are used.</p>
<div class="fragment"><pre class="fragment"><span class="preprocessor"> #define QL_ENABLE_SESSIONS</span>
</pre></div><p> If defined, singletons will return different instances for different sessions. You will have to provide and link with the library a sessionId() function in namespace QuantLib, returning a different session id for each session. </p>
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