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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file null.hpp
\brief null values
\fullpath
ql/%null.hpp
*/
// $Id: null.hpp,v 1.5 2002/01/16 14:43:48 nando Exp $
#ifndef quantlib_null_h
#define quantlib_null_h
#include <ql/qldefines.hpp>
namespace QuantLib {
//! template class providing a null value for a given type.
template <class Type>
class Null {
public:
Null() {}
operator Type() const { return Type(); }
};
#if !defined(__DOXYGEN__)
template <>
class Null<int> {
public:
Null() {}
operator int() const { return QL_MAX_INT; }
};
template <>
class Null<double> {
public:
Null() {}
operator double() const { return QL_MAX_DOUBLE; }
};
#endif
}
#endif
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