Whole numbers are integers greater than or equal to zero.
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The set of integers (ℤ) is the set of the positive whole numbers and their additive opposites (the negative whole numbers).
The set of integers includes the set of whole numbers. The set of rational numbers includes the sets of whole numbers and integers.
Actually the set of integers is the same as the set of whole numbers since the whole numbers include negative whole numbers and zero.
The set of natural numbers is a subset of the set of whole numbers. The set of whole numbers is a subset of the set of integers. So the set of integers is the largest of these three sets.
Apart from zero (which is its own opposite), the opposites of whole numbers are also whole numbers. You have the set of whole numbers which is also known as the set of integers.