| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
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| 5 | Copyright (C) 2003, 2004, 2005 StatPro Italia srl |
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| 6 | |
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| 7 | This file is part of QuantLib, a free-software/open-source library |
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| 8 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 9 | |
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| 10 | QuantLib is free software: you can redistribute it and/or modify it |
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| 11 | under the terms of the QuantLib license. You should have received a |
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| 12 | copy of the license along with this program; if not, please email |
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| 13 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 14 | <http://quantlib.org/license.shtml>. |
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| 15 | |
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| 16 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 19 | */ |
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| 20 | |
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| 21 | /*! \file types.hpp |
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| 22 | \brief Custom types |
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| 23 | */ |
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| 24 | |
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| 25 | #ifndef quantlib_types_hpp |
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| 26 | #define quantlib_types_hpp |
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| 27 | |
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| 28 | #include <ql/qldefines.hpp> |
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| 29 | #include <cstddef> |
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| 30 | |
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| 31 | namespace QuantLib { |
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| 32 | |
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| 33 | //! integer number |
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| 34 | /*! \ingroup types */ |
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| 35 | typedef QL_INTEGER Integer; |
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| 36 | |
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| 37 | //! large integer number |
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| 38 | /*! \ingroup types */ |
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| 39 | typedef QL_BIG_INTEGER BigInteger; |
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| 40 | |
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| 41 | //! positive integer |
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| 42 | /*! \ingroup types */ |
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| 43 | typedef unsigned QL_INTEGER Natural; |
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| 44 | |
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| 45 | //! large positive integer |
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| 46 | typedef unsigned QL_BIG_INTEGER BigNatural; |
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| 47 | |
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| 48 | //! real number |
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| 49 | /*! \ingroup types */ |
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| 50 | typedef QL_REAL Real; |
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| 51 | |
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| 52 | //! decimal number |
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| 53 | /*! \ingroup types */ |
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| 54 | typedef Real Decimal; |
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| 55 | |
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| 56 | //! size of a container |
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| 57 | /*! \ingroup types */ |
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| 58 | typedef std::size_t Size; |
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| 59 | |
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| 60 | //! continuous quantity with 1-year units |
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| 61 | /*! \ingroup types */ |
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| 62 | typedef Real Time; |
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| 63 | |
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| 64 | //! discount factor between dates |
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| 65 | /*! \ingroup types */ |
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| 66 | typedef Real DiscountFactor; |
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| 67 | |
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| 68 | //! interest rates |
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| 69 | /*! \ingroup types */ |
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| 70 | typedef Real Rate; |
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| 71 | |
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| 72 | //! spreads on interest rates |
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| 73 | /*! \ingroup types */ |
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| 74 | typedef Real Spread; |
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| 75 | |
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| 76 | //! volatility |
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| 77 | /*! \ingroup types */ |
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| 78 | typedef Real Volatility; |
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| 79 | |
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| 80 | //! probability |
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| 81 | /*! \ingroup types */ |
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| 82 | typedef Real Probability; |
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| 83 | |
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| 84 | } |
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| 85 | |
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| 86 | |
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| 87 | #endif |
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| 88 | |
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