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