Input Data Types for QuantLib

QuantLib doesn't come with any I/O methods, so these have been added: the basic data types are

Time is best split into Date and Time. Number is best split into integer and real. The C++ data-types for each of these has been chosen to be:

(For the time being, there is no support for boost::posix::time.)

Type assumptions using boost::any

This application needs to manipulate CSV files as input. To do that, we use a single polymorphic datatype:

And you should add a extra string method to the debug as() method.

With these some basic methods can be added.


Generated on Thu Feb 18 21:30:12 2010 for eleve by  doxygen 1.5.6