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not in the normal namespace If MyEnumAlias is an alias to MyEnum, MyEnumFirstValue compiles correctly, but MyEnumAliasFirstValue does not You can still use the values from the alias; you just can't qualify them with the alias name You need to be especially wary of this limitation when you use MIDL to build your typelibs: MIDL likes to generate aliases to enums I'll show you how to get around this default behavior later in the chapter Constant Definitions Enum definitions in type libraries are very similar to the Enum structures used in VB However, enums are not the only constant types that you can put in a typelib In fact, you can define constants for strings, date values, currency, and any other numeric type MkTypLib won't let you define constants of type LPWSTR or VARIANT MIDL lets you define these, but VB refuses to use an LPWSTR, and it crashes when it accesses a VARIANT constant All typelib constants must be declared in a module, which is also used for API-style function declarations // mktyplib requires Dllname to compile a module [DLLname("bogus")] module MyConstants { const double PI = 314159265358979; const DATE NothingHappened = "2 000-01-01"; const LPSTR Description = "About this library"; } Both MkTypLib and MIDL recognize escape sequences in string definitions You're probably familiar with these if you've programmed in C or C+ + , but you might not be if you've used only VB strings An escape sequence is an embedded character-sequence within a string definition that indicates a special character An escape sequence always begins with the backslash (\) character, followed by other data For example, a "\t" inserts a tab, an "\r" inserts carriage return, and a "\n" inserts a line feed In addition to the standard escape names, "\" can also specify a character number These numbers are entered in hexadecimal (\x##) or octal ( \ 0 # # # ) formats (Note that mktyplib supports the octal escape sequences only).

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There were different market rates of discount in Berlin, Frankfort on the Main, Hamburg, and elsewhere For the purposes of this history it is sufficient to.

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follow interest rates in Prussia from 1815 until the 1870 s and thereafter to follow Imperial German interest rates; this is merely to follow the Berlin market throughout the century Interest Rates German interest rates, both long-term and short-term, declined during the nineteenth century in the sense that their averages were lower in the fifth and sixth decades than in the second and lowest in the last decade The decline, however, was more moderate than the decline in most other countries It was far from continuous, and during the latter part of the century it did not carry rates down to the low levels prevailing elsewhere Germany was a relatively high interest rate country in the nineteenth century.

// Three representations of carriage return/line feed const LPSTR CRLF = "\r\n"; const LPSTR CRLFOctal = "\015\012"; const LPSTR CRLFHex = "\xd\xa"; // MIDL only // Other escape sequences const LPSTR EmbeddedBackslash = "DLLs\\MyDllDll"; const LPSTR DoubleQuote = "\""; const LPSTR TwoTabs = "\t\t";

When such generalizations on the course and level of German interest rates are offered for the nineteenth century, they must be qualified by the consideration that the quotations are for rates on Prussian government securities until the 1870 s and on Imperial German government securities thereafter Bavarian bond yields, for example, were often lower than Prussian bond yields There were other complications, such as a variety of Prussian issues with different nominal rates Table 32 and Chart 25 on the next page contain only a few of the available series of German long-term interest rates in the nineteenth century Prices and yields in the table are provided on Prussian 4s until 1883 and 31 2s until 1868; on Bavarian bonds until 1883; on Imperial German 4s from 1878 and 3s from 1890; and on a computed average of German bond yields from 1870.

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For 1815 the earliest quotations on Prussian state 4% bonds ranged from 85 down to 78 and averaged 811 8 (No true average is available; these averages are merely halfway between high and low quotations) From these prices current yields can be computed, ignoring the possibility of.

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