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types

NAME

Numeric types -

Typedefs

typedef Real Probability
probability
typedef int Integer
integer number
typedef long BigInteger
large integer number
typedef unsigned int Natural
positive integer
typedef double 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 int Integer

integer number

Examples: CDS.cpp.

typedef long BigInteger

large integer number

typedef unsigned int Natural

positive integer

Examples: Bonds.cpp.

typedef double Real

real number

Examples: Bonds.cpp.

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

Author

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