Rate (3) - Linux Manuals

NAME

Numeric types -

Typedefs

typedef Real Probability
probability
typedef QL_INTEGER Integer
integer number
typedef QL_BIG_INTEGER BigInteger
large integer number
typedef unsigned QL_INTEGER Natural
positive integer
typedef QL_REAL Real
real number
typedef Real Decimal
decimal number
typedef std::size_t Size
size of a container
typedef Real Time
continuous quantity with 1-year units
typedef Real DiscountFactor
discount factor between dates
typedef Real Rate
interest rates
typedef Real Spread
spreads on interest rates
typedef Real Volatility
volatility

Detailed Description

A number of numeric types are defined in order to add clarity to function and method declarations.

Typedef Documentation

typedef Real Probability

probability

typedef QL_INTEGER Integer

integer number

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and swapvaluation.cpp.

typedef QL_BIG_INTEGER BigInteger

large integer number

typedef unsigned QL_INTEGER Natural

positive integer

Examples: Bonds.cpp, CallableBonds.cpp, and FittedBondCurve.cpp.

typedef QL_REAL Real

real number

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and swapvaluation.cpp.

typedef Real Decimal

decimal number

typedef std::size_t Size

size of a container

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, and swapvaluation.cpp.

typedef Real Time

continuous quantity with 1-year units

Examples: ConvertibleBonds.cpp, DiscreteHedging.cpp, and FittedBondCurve.cpp.

typedef Real DiscountFactor

discount factor between dates

Examples: DiscreteHedging.cpp.

typedef Real Rate

interest rates

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Repo.cpp, and swapvaluation.cpp.

typedef Real Spread

spreads on interest rates

Examples: ConvertibleBonds.cpp, EquityOption.cpp, and swapvaluation.cpp.

typedef Real Volatility

volatility

Examples: BermudanSwaption.cpp, Bonds.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, and EquityOption.cpp.

Author

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