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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005 StatPro Italia 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
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
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
*/
#ifndef quantlib_types_hpp
#define quantlib_types_hpp
#include <ql/qldefines.hpp>
#include <cstddef>
namespace QuantLib {
//! integer number
/*! \ingroup types */
typedef QL_INTEGER Integer;
//! large integer number
/*! \ingroup types */
typedef QL_BIG_INTEGER BigInteger;
//! positive integer
/*! \ingroup types */
typedef unsigned QL_INTEGER Natural;
//! large positive integer
typedef unsigned QL_BIG_INTEGER BigNatural;
//! real number
/*! \ingroup types */
typedef QL_REAL Real;
//! decimal number
/*! \ingroup types */
typedef Real Decimal;
//! size of a container
/*! \ingroup types */
typedef std::size_t Size;
//! continuous quantity with 1-year units
/*! \ingroup types */
typedef Real Time;
//! discount factor between dates
/*! \ingroup types */
typedef Real DiscountFactor;
//! interest rates
/*! \ingroup types */
typedef Real Rate;
//! spreads on interest rates
/*! \ingroup types */
typedef Real Spread;
//! volatility
/*! \ingroup types */
typedef Real Volatility;
//! probability
/*! \ingroup types */
typedef Real Probability;
}
#endif
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