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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 types.hpp
\brief Custom types
\fullpath
ql/%types.hpp
*/
// $Id: types.hpp,v 1.6 2002/01/16 14:43:48 nando Exp $
#ifndef quantlib_types_hpp
#define quantlib_types_hpp
#include <ql/qldefines.hpp>
namespace QuantLib {
//! integer number
typedef int Integer;
//! real number
typedef double Real;
//! size of a container
typedef QL_SIZE_T Size;
//! continuous quantity with 1-year units
typedef double Time;
//! used to describe discount factors between dates.
typedef double DiscountFactor;
//! used to describe interest rates.
typedef double Rate;
//! used to describe spreads on interest rates.
typedef double Spread;
}
#endif
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