Rounding Class Reference

#include <ql/math/rounding.hpp>

Inheritance diagram for Rounding:

Public Types
enum	Type {   None , Up , Down , Closest ,   Floor , Ceiling }
	rounding methods More...

Public Member Functions
	Rounding ()=default
	default constructor
	Rounding (Integer precision, Type type=Closest, Integer digit=5)
Decimal	operator() (Decimal value) const
	perform rounding

Inspectors
Integer	precision () const
Type	type () const
Integer	roundingDigit () const

Detailed Description

A basic rounding class that supports truncating up to 16 decimal places (input precision range in [0,16]) and depends on a precision of rounding number. Note that the class does not validate the input range; supplying an unsupported rounding value may result in undefined behavior.

Tests

the correctness of the returned values is tested by checking them against known good results.

Member Enumeration Documentation

Type

enum Type

rounding methods

The rounding methods follow the OMG specification available at http://www.omg.org/cgi-bin/doc?formal/00-06-29.pdf.

Warning

the names of the Floor and Ceiling methods might be misleading. Check the provided reference.

Enumerator
None	do not round: return the number unmodified
Up	the first decimal place past the precision will be rounded up. This differs from the OMG rule which rounds up only if the decimal to be rounded is greater than or equal to the rounding digit
Down	all decimal places past the precision will be truncated
Closest	the first decimal place past the precision will be rounded up if greater than or equal to the rounding digit; this corresponds to the OMG round-up rule. When the rounding digit is 5, the result will be the one closest to the original number, hence the name.
Floor	positive numbers will be rounded up and negative numbers will be rounded down using the OMG round up and round down rules
Ceiling	positive numbers will be rounded down and negative numbers will be rounded up using the OMG round up and round down rules

Constructor & Destructor Documentation

Rounding()

Rounding ( )

default

default constructor

Instances built through this constructor don't perform any rounding.