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

Min and max functions Detailed Description Some compilers still do not define std::min and std::max. Moreover, Visual C++ defines them but for unfathomable reasons garble their names. For the code to be portable these macros should be used instead of the actual functions. Defines #define  QL_MIN   std::min   minimum between two elements #define  QL_MAX   std::max   maximum between two elements

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