1Numeric types(3)                   QuantLib                   Numeric types(3)
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NAME

6       Numeric types -
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Detailed Description

9       A number of numeric types are defined in order to add clarity to
10       function and method declarations.
11
12   Typedefs
13       typedef QL_INTEGER Integer
14           integer number
15       typedef QL_BIG_INTEGER BigInteger
16           large integer number
17       typedef unsigned QL_INTEGER Natural
18           positive integer
19       typedef QL_REAL Real
20           real number
21       typedef Real Decimal
22           decimal number
23       typedef std::size_t Size
24           size of a container
25       typedef Real Time
26           continuous quantity with 1-year units
27       typedef Real DiscountFactor
28           discount factor between dates
29       typedef Real Rate
30           interest rates
31       typedef Real Spread
32           spreads on interest rates
33       typedef Real Volatility
34           volatility
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Typedef Documentation

37   typedef QL_INTEGER Integer
38       integer number
39
40       Examples:
41           BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp,
42           EquityOption.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and
43           swapvaluation.cpp.
44
45   typedef QL_BIG_INTEGER BigInteger
46       large integer number
47
48   typedef unsigned QL_INTEGER Natural
49       positive integer
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51   typedef QL_REAL Real
52       real number
53
54       Examples:
55           BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp,
56           EquityOption.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and
57           swapvaluation.cpp.
58
59   typedef Real Decimal
60       decimal number
61
62   typedef std::size_t Size
63       size of a container
64
65       Examples:
66           BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp,
67           EquityOption.cpp, FRA.cpp, Replication.cpp, and swapvaluation.cpp.
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69   typedef Real Time
70       continuous quantity with 1-year units
71
72       Examples:
73           ConvertibleBonds.cpp, and DiscreteHedging.cpp.
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75   typedef Real DiscountFactor
76       discount factor between dates
77
78       Examples:
79           DiscreteHedging.cpp.
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81   typedef Real Rate
82       interest rates
83
84       Examples:
85           BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp,
86           EquityOption.cpp, FRA.cpp, Repo.cpp, and swapvaluation.cpp.
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88   typedef Real Spread
89       spreads on interest rates
90
91       Examples:
92           ConvertibleBonds.cpp, EquityOption.cpp, and swapvaluation.cpp.
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94   typedef Real Volatility
95       volatility
96
97       Examples:
98           BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp,
99           and EquityOption.cpp.
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103Version 0.8.1                     29 Oct 2007                 Numeric types(3)