1config(3) QuantLib config(3)
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6 config - User configuration A number of macros is provided for user
7 configuration. Defining or undefining such macros triggers variations
8 in some library functionality.
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10 Under a Linux/Unix system, they are (un)set by configure; run
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12 ./configure --help
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15 for a list of corresponding command-line options.
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17 Under a Windows system, they must be (un)defined by editing the file
18 <ql/userconfig.hpp> and commenting or uncommenting the relevant lines.
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20 Such macros include:
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22 #define QL_ERROR_FUNCTIONS
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24 If defined, function information is added to the error messages thrown
25 by the library. Undefined by default.
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27 #define QL_ERROR_LINES
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29 If defined, file and line information is added to the error messages
30 thrown by the library. Undefined by default.
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32 #define QL_ENABLE_TRACING
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34 If enabled, tracing messages might be emitted by the library depending
35 on run-time settings. Enabling this option can degrade performance.
36 Undefined by default.
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38 #define QL_NEGATIVE_RATES
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40 If defined, negative yield rates are allowed in a few places where
41 they are currently forbidden. It is still not clear whether this is
42 safe. Undefined by default.
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44 #define QL_EXTRA_SAFETY_CHECKS
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46 If defined, extra run-time checks are added to a few functions. This
47 can prevent their inlining and degrade performance. Undefined by
48 default.
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50 #define QL_TODAYS_PAYMENTS
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52 If undefined (the default,) payments are considered to be settled at
53 the beginning of the day. Therefore, payments occurring at today's date
54 are not included in the NPV of an instrument.
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56 #define QL_DISABLE_DEPRECATED
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58 If defined, deprecated code will not be included in the library.
59 Undefined by default.
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61 #define QL_USE_INDEXED_COUPON
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63 If defined, indexed coupons (see the documentation) are used in
64 floating legs. If undefined (the default), par coupons are used.
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66 #define QL_ENABLE_SESSIONS
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68 If defined, singletons will return different instances for different
69 sessions. You will have to provide and link with the library a
70 sessionId() function in namespace QuantLib, returning a different
71 session id for each session.
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75Version 0.8.1 29 Oct 2007 config(3)