QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

Global QuantLib macros Detailed Description Global definitions and quite a few macros which help porting the code to different compilers Defines #define  QL_HEX_VERSION   0x000306f0   version hexadecimal number #define  QL_VERSION   "0.3.6"   version string #define  QL_DUMMY_RETURN(x)   specific per-compiler definitions Is a dummy return statement required? #define  QL_IO_INIT   I/O initialization. Define Documentation #define QL_DUMMY_RETURN (  x   )    specific per-compiler definitions Is a dummy return statement required? Some compilers will issue a warning if it is missing even though it could never be reached during execution, e.g., after a block like if (condition) return validResult; else QL_FAIL("whatever the reason"); On the other hand, other compilers will issue a warning if it is present because it cannot be reached. For the code to be portable this macro should be used after the block. #define QL_IO_INIT   I/O initialization. Sometimes, programs compiled with the free Borland compiler will crash miserably upon attempting to write on std::cout. Strangely enough, issuing the instruction std::cout << std::string(); at the beginning of the program will prevent other accesses to std::cout from crashing the program. This macro, to be called at the beginning of main(), encapsulates the above enchantment for Borland and is defined as empty for the other compilers.

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