1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: Numeric types</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
</div><!-- top -->
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div class="header">
<div class="summary">
<a href="#typedef-members">Typedefs</a> </div>
<div class="headertitle">
<div class="title">Numeric types</div> </div>
</div><!--header-->
<div class="contents">
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="typedef-members"></a>
Typedefs</h2></td></tr>
<tr class="memitem:gab9c87440c314438e51a899a03d2442d0"><td class="memItemLeft" align="right" valign="top"><a id="gab9c87440c314438e51a899a03d2442d0"></a>
typedef QL_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a></td></tr>
<tr class="memdesc:gab9c87440c314438e51a899a03d2442d0"><td class="mdescLeft"> </td><td class="mdescRight">integer number <br /></td></tr>
<tr class="separator:gab9c87440c314438e51a899a03d2442d0"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ga4f0ecbbf99e41b6d69cd54871d5d2b9e"><td class="memItemLeft" align="right" valign="top"><a id="ga4f0ecbbf99e41b6d69cd54871d5d2b9e"></a>
typedef QL_BIG_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a></td></tr>
<tr class="memdesc:ga4f0ecbbf99e41b6d69cd54871d5d2b9e"><td class="mdescLeft"> </td><td class="mdescRight">large integer number <br /></td></tr>
<tr class="separator:ga4f0ecbbf99e41b6d69cd54871d5d2b9e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ga7e529c39c477ba1f5a22264d93e8457a"><td class="memItemLeft" align="right" valign="top"><a id="ga7e529c39c477ba1f5a22264d93e8457a"></a>
typedef unsigned QL_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a></td></tr>
<tr class="memdesc:ga7e529c39c477ba1f5a22264d93e8457a"><td class="mdescLeft"> </td><td class="mdescRight">positive integer <br /></td></tr>
<tr class="separator:ga7e529c39c477ba1f5a22264d93e8457a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78"><td class="memItemLeft" align="right" valign="top"><a id="ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78"></a>
typedef QL_REAL </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a></td></tr>
<tr class="memdesc:ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78"><td class="mdescLeft"> </td><td class="mdescRight">real number <br /></td></tr>
<tr class="separator:ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gaee215f8d421f6afcede0391fcffb5fe7"><td class="memItemLeft" align="right" valign="top"><a id="gaee215f8d421f6afcede0391fcffb5fe7"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a></td></tr>
<tr class="memdesc:gaee215f8d421f6afcede0391fcffb5fe7"><td class="mdescLeft"> </td><td class="mdescRight">decimal number <br /></td></tr>
<tr class="separator:gaee215f8d421f6afcede0391fcffb5fe7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gaf38bdb4c54463b1f456655efa95b5c77"><td class="memItemLeft" align="right" valign="top"><a id="gaf38bdb4c54463b1f456655efa95b5c77"></a>
typedef std::size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a></td></tr>
<tr class="memdesc:gaf38bdb4c54463b1f456655efa95b5c77"><td class="mdescLeft"> </td><td class="mdescRight">size of a container <br /></td></tr>
<tr class="separator:gaf38bdb4c54463b1f456655efa95b5c77"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ga14fb8fca43a68f4168654e1f9f7e22f7"><td class="memItemLeft" align="right" valign="top"><a id="ga14fb8fca43a68f4168654e1f9f7e22f7"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a></td></tr>
<tr class="memdesc:ga14fb8fca43a68f4168654e1f9f7e22f7"><td class="mdescLeft"> </td><td class="mdescRight">continuous quantity with 1-year units <br /></td></tr>
<tr class="separator:ga14fb8fca43a68f4168654e1f9f7e22f7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ga642a971a0bcbbd2fb26c35e1a06e5761"><td class="memItemLeft" align="right" valign="top"><a id="ga642a971a0bcbbd2fb26c35e1a06e5761"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a></td></tr>
<tr class="memdesc:ga642a971a0bcbbd2fb26c35e1a06e5761"><td class="mdescLeft"> </td><td class="mdescRight">discount factor between dates <br /></td></tr>
<tr class="separator:ga642a971a0bcbbd2fb26c35e1a06e5761"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gaede435af51236692b1107d7639581d39"><td class="memItemLeft" align="right" valign="top"><a id="gaede435af51236692b1107d7639581d39"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a></td></tr>
<tr class="memdesc:gaede435af51236692b1107d7639581d39"><td class="mdescLeft"> </td><td class="mdescRight">interest rates <br /></td></tr>
<tr class="separator:gaede435af51236692b1107d7639581d39"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gae7427f4743503002b0c6eeeefae91a3d"><td class="memItemLeft" align="right" valign="top"><a id="gae7427f4743503002b0c6eeeefae91a3d"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a></td></tr>
<tr class="memdesc:gae7427f4743503002b0c6eeeefae91a3d"><td class="mdescLeft"> </td><td class="mdescRight">spreads on interest rates <br /></td></tr>
<tr class="separator:gae7427f4743503002b0c6eeeefae91a3d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gaaa95ab7fe66935e3f7535413fad2a7d3"><td class="memItemLeft" align="right" valign="top"><a id="gaaa95ab7fe66935e3f7535413fad2a7d3"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a></td></tr>
<tr class="memdesc:gaaa95ab7fe66935e3f7535413fad2a7d3"><td class="mdescLeft"> </td><td class="mdescRight">volatility <br /></td></tr>
<tr class="separator:gaaa95ab7fe66935e3f7535413fad2a7d3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gad9817a6a21dfcb91429f0152c99d6313"><td class="memItemLeft" align="right" valign="top"><a id="gad9817a6a21dfcb91429f0152c99d6313"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a></td></tr>
<tr class="memdesc:gad9817a6a21dfcb91429f0152c99d6313"><td class="mdescLeft"> </td><td class="mdescRight">probability <br /></td></tr>
<tr class="separator:gad9817a6a21dfcb91429f0152c99d6313"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<p>A number of numeric types are defined in order to add clarity to function and method declarations. </p>
</div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
