rounding.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2004 Decillion Pty(Ltd)
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef quantlib_rounding_hpp
#define quantlib_rounding_hpp
 
#include <ql/types.hpp>
 
namespace QuantLib {
 
 
    class Rounding {
      public:
 
        enum Type {
            None,    
            Up,      
            Down,    
            Closest, 
            Floor,   
            Ceiling  
        };
 
        Rounding() = default;
        explicit Rounding(Integer precision,
                          Type type = Closest,
                          Integer digit = 5)
        : precision_(precision), type_(type), digit_(digit) {}
        Decimal operator()(Decimal value) const;
 
        Integer precision() const { return precision_; }
        Type type() const { return type_; }
        Integer roundingDigit() const { return digit_; }
      private:
        Integer precision_;
        Type type_ = None;
        Integer digit_;
    };
 
 
    class UpRounding : public Rounding {
      public:
        explicit UpRounding(Integer precision,
                            Integer digit = 5)
        : Rounding(precision,Up,digit) {}
    };
 
    class DownRounding : public Rounding {
      public:
        explicit DownRounding(Integer precision,
                              Integer digit = 5)
        : Rounding(precision,Down,digit) {}
    };
 
    class ClosestRounding : public Rounding {
      public:
        explicit ClosestRounding(Integer precision,
                                 Integer digit = 5)
        : Rounding(precision,Closest,digit) {}
    };
 
    class CeilingTruncation : public Rounding {
      public:
        explicit CeilingTruncation(Integer precision,
                                   Integer digit = 5)
        : Rounding(precision,Ceiling,digit) {}
    };
 
    class FloorTruncation : public Rounding {
      public:
        explicit FloorTruncation(Integer precision,
                                 Integer digit = 5)
        : Rounding(precision,Floor,digit) {}
    };
 
}
 
 
#endif