1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: Rounding Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<div class="nav">
<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_rounding.html">Rounding</a></div>
<h1>Rounding Class Reference</h1><!-- doxytag: class="QuantLib::Rounding" --><code>#include <ql/Math/rounding.hpp></code>
<p>
Inheritance diagram for Rounding:<p><center><img src="class_quant_lib_1_1_rounding__inherit__graph.png" border="0" usemap="#_rounding__inherit__map" alt="Inheritance graph"></center>
<map name="_rounding__inherit__map">
<area href="class_quant_lib_1_1_ceiling_truncation.html" shape="rect" coords="6,81,144,105" alt="">
<area href="class_quant_lib_1_1_closest_rounding.html" shape="rect" coords="168,81,302,105" alt="">
<area href="class_quant_lib_1_1_down_rounding.html" shape="rect" coords="326,81,448,105" alt="">
<area href="class_quant_lib_1_1_floor_truncation.html" shape="rect" coords="472,81,598,105" alt="">
<area href="class_quant_lib_1_1_up_rounding.html" shape="rect" coords="622,81,726,105" alt="">
</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_rounding-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
basic rounding class
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000045">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against known good results. </dd></dl>
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Inspectors</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8d7b9f60ed359fbcfbf178ca94e441b2"></a><!-- doxytag: member="QuantLib::Rounding::precision" ref="8d7b9f60ed359fbcfbf178ca94e441b2" args="() const" -->
Integer </td><td class="memItemRight" valign="bottom"><b>precision</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df4a6727c689e0038cf2cdd158d5ed2c"></a><!-- doxytag: member="QuantLib::Rounding::type" ref="df4a6727c689e0038cf2cdd158d5ed2c" args="() const" -->
<a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> </td><td class="memItemRight" valign="bottom"><b>type</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de608fc4bb3fa264139b624d6453dc30"></a><!-- doxytag: member="QuantLib::Rounding::roundingDigit" ref="de608fc4bb3fa264139b624d6453dc30" args="() const" -->
Integer </td><td class="memItemRight" valign="bottom"><b>roundingDigit</b> () const</td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> { <br>
<a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7c9d3e887722f2bc482bcca9d41c512af">None</a>,
<a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a757a7edcbc04d6175683383cad5c3e0a2">Up</a>,
<a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7bcf8c79e9a5f5f9d606fb35645a0fb27">Down</a>,
<a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a732c94a47509871edf49d5c3936689d30">Closest</a>,
<br>
<a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a794e95e4b8360855608dfad0b1f43a301">Floor</a>,
<a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a70d419a70fa5708b3735db741f20316c9">Ceiling</a>
<br>
}</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">rounding methods <a href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7">More...</a><br></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html#935bf504beb13c384b6bf2b57337b60c">Rounding</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="#935bf504beb13c384b6bf2b57337b60c"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2a79742b3f2854a95befbd58cf917341"></a><!-- doxytag: member="QuantLib::Rounding::Rounding" ref="2a79742b3f2854a95befbd58cf917341" args="(Integer precision, Type type=Closest, Integer digit=5)" -->
</td><td class="memItemRight" valign="bottom"><b>Rounding</b> (Integer precision, <a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> type=Closest, Integer digit=5)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9835436c4cf8e92f0f7d8a3ed4643983"></a><!-- doxytag: member="QuantLib::Rounding::operator()" ref="9835436c4cf8e92f0f7d8a3ed4643983" args="(Decimal value) const " -->
Decimal </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html#9835436c4cf8e92f0f7d8a3ed4643983">operator()</a> (Decimal value) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">perform rounding <br></td></tr>
</table>
<hr><h2>Member Enumeration Documentation</h2>
<a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a7"></a><!-- doxytag: member="QuantLib::Rounding::Type" ref="1d1cfd8ffb84e947f82999c682b666a7" args="" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">enum <a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> </td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
rounding methods
<p>
The rounding methods follow the OMG specification available at <a href="ftp://ftp.omg.org/pub/docs/formal/00-06-29.pdf">ftp://ftp.omg.org/pub/docs/formal/00-06-29.pdf</a><p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000061">Warning:</a></b></dt><dd>the names of the <a class="el" href="class_quant_lib_1_1_floor.html">Floor</a> and Ceiling methods might be misleading. Check the provided reference. </dd></dl>
<dl compact><dt><b>Enumerator: </b></dt><dd>
<table border="0" cellspacing="2" cellpadding="0">
<tr><td valign="top"><em><a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a7c9d3e887722f2bc482bcca9d41c512af"></a><!-- doxytag: member="None" ref="1d1cfd8ffb84e947f82999c682b666a7c9d3e887722f2bc482bcca9d41c512af" args="" -->None</em> </td><td>
do not round: return the number unmodified </td></tr>
<tr><td valign="top"><em><a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a757a7edcbc04d6175683383cad5c3e0a2"></a><!-- doxytag: member="Up" ref="1d1cfd8ffb84e947f82999c682b666a757a7edcbc04d6175683383cad5c3e0a2" args="" -->Up</em> </td><td>
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 </td></tr>
<tr><td valign="top"><em><a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a7bcf8c79e9a5f5f9d606fb35645a0fb27"></a><!-- doxytag: member="Down" ref="1d1cfd8ffb84e947f82999c682b666a7bcf8c79e9a5f5f9d606fb35645a0fb27" args="" -->Down</em> </td><td>
all decimal places past the precision will be truncated </td></tr>
<tr><td valign="top"><em><a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a732c94a47509871edf49d5c3936689d30"></a><!-- doxytag: member="Closest" ref="1d1cfd8ffb84e947f82999c682b666a732c94a47509871edf49d5c3936689d30" args="" -->Closest</em> </td><td>
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. </td></tr>
<tr><td valign="top"><em><a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a794e95e4b8360855608dfad0b1f43a301"></a><!-- doxytag: member="Floor" ref="1d1cfd8ffb84e947f82999c682b666a794e95e4b8360855608dfad0b1f43a301" args="" -->Floor</em> </td><td>
positive numbers will be rounded up and negative numbers will be rounded down using the OMG round up and round down rules </td></tr>
<tr><td valign="top"><em><a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a70d419a70fa5708b3735db741f20316c9"></a><!-- doxytag: member="Ceiling" ref="1d1cfd8ffb84e947f82999c682b666a70d419a70fa5708b3735db741f20316c9" args="" -->Ceiling</em> </td><td>
positive numbers will be rounded down and negative numbers will be rounded up using the OMG round up and round down rules </td></tr>
</table>
</dl>
</div>
</div><p>
<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="935bf504beb13c384b6bf2b57337b60c"></a><!-- doxytag: member="QuantLib::Rounding::Rounding" ref="935bf504beb13c384b6bf2b57337b60c" args="()" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_rounding.html">Rounding</a> </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
default constructor
<p>
Instances built through this constructor don't perform any rounding.
</div>
</div><p>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|