QuantLib: Numeric limits

A free/open-source library for quantitative finance Reference manual - version 1.6

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Numeric limits
QuantLib macros

## Macros
#define | QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)())
#define | QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)())
#define | QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)())
#define | QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)())
#define | QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)())
#define | QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)())
#define | QL_NULL_INTEGER ((std::numeric_limits<int>::max)())
#define | QL_NULL_REAL ((std::numeric_limits<float>::max)())

## Detailed Description

Some compilers do not give an implementation of `<limits>` yet. For the code to be portable these macros should be used instead of the corresponding method of `std::numeric_limits` or the corresponding macro defined in `<limits.h>`.

## Macro Definition Documentation

#define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)())

Defines the value of the largest representable negative integer value

#define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)())

Defines the value of the largest representable integer value

#define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)())

Defines the value of the largest representable negative floating-point value

#define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)())

Defines the value of the smallest representable positive double value

#define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)())

Defines the value of the largest representable floating-point value

#define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)())

Defines the machine precision for operations over doubles

Examples:
  CallableBonds.cpp.