A free/open-source library for quantitative finance
types.hpp File Reference
Custom types. More...
Include dependency graph for types.hpp:
Namespaces | |
| QuantLib | |
Typedefs | |
| typedef QL_INTEGER | Integer |
| integer number More... | |
| typedef QL_BIG_INTEGER | BigInteger |
| large integer number More... | |
| typedef unsigned QL_INTEGER | Natural |
| positive integer More... | |
| typedef unsigned QL_BIG_INTEGER | BigNatural |
| large positive integer | |
| typedef QL_REAL | Real |
| real number More... | |
| typedef Real | Decimal |
| decimal number More... | |
| typedef std::size_t | Size |
| size of a container More... | |
| typedef Real | Time |
| continuous quantity with 1-year units More... | |
| typedef Real | DiscountFactor |
| discount factor between dates More... | |
| typedef Real | Rate |
| interest rates More... | |
| typedef Real | Spread |
| spreads on interest rates More... | |
| typedef Real | Volatility |
| volatility More... | |
Detailed Description
Custom types.