Monthly Archive: August 2012

QuantLib: Currencies

cogitolearning August 21, 2012 Manuals, QuantLib c++, currencies, Manual, quantlib

Currency Basics In order to represent an amount of money one could, in principle, just store the amount in a variable of type Real. This is OK as long as you are dealing with just a single currency and you…
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QuantLib: Numeric Type Definitions

cogitolearning August 8, 2012 Manuals, QuantLib c++, Manual, quantlib, typedefs

The file types.hpp defines a number of numeric types. These are typedef QL_INTEGER Integer; typedef QL_BIG_INTEGER BigInteger; typedef unsigned QL_INTEGER Natural; typedef unsigned QL_BIG_INTEGER BigNatural; typedef QL_REAL Real; typedef Real Decimal; typedef std::size_t Size; typedef Real Time; typedef Real DiscountFactor;…
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