Configuration

There are several pre-processor directive that can be used for customizing the library :

Name Description Default
QL_NEGATIVE_RATES Define this if negative rates should be allowed. enabled
QL_USE_INDEXED_COUPON Define this to use indexed coupons instead of par coupons in floating legs. disabled
QL_EXTRA_SAFETY_CHECKS Define this if extra safety checks should be performed. This can degrade performance. disabled

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