Typedefs | |
| 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 | |
| typedef Real | Probability |
| probability | |
A number of numeric types are defined in order to add clarity to function and method declarations.