Input Data Types for QuantLib

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

• Number
• Time
• Text

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:

• Number
  1. int
  2. double
• Time
  1. boost::gregorian::date
  2. boost::posix::time
• Text
  1. std::string

(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:

• Each of these types is contained in a boost::any object.
• Each type is extended by introducing a eepgwde::detail::null0 type.
• Each type has a specialised eepgwde::detail::as function.

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

With these some basic methods can be added.