Rounding Class Reference

basic rounding class More...

#include <ql/math/rounding.hpp>

Inheritance diagram for Rounding:

Collaboration diagram for Rounding:

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

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

Inspectors
Integer	precision_
Type	type_ = None
Integer	digit_
Integer	precision () const
Type	type () const
Integer	roundingDigit () const

Detailed Description

basic rounding class

Tests:

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

Definition at line 35 of file rounding.hpp.

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

Definition at line 44 of file rounding.hpp.

Constructor & Destructor Documentation

Rounding() [1/2]

Rounding ( )

default

default constructor

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

Rounding() [2/2]

Rounding ( Integer  precision, Type  type = Closest, Integer  digit = 5  )

explicit

Definition at line 71 of file rounding.hpp.

Member Function Documentation

operator()()

Decimal operator()

(

Decimal

value

)

const

perform rounding

Definition at line 29 of file rounding.cpp.

precision()

Integer precision

(

)

const

Definition at line 79 of file rounding.hpp.

type()

Type type

(

)

const

Definition at line 80 of file rounding.hpp.

roundingDigit()

Integer roundingDigit

(

)

const

Definition at line 81 of file rounding.hpp.

Member Data Documentation

precision_

Integer precision_

private

Definition at line 83 of file rounding.hpp.

type_

Type type_ = None

private

Definition at line 84 of file rounding.hpp.

digit_

Integer digit_

private

Definition at line 85 of file rounding.hpp.