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<title>QuantLib: Rounding Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<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 &lt;ql/math/rounding.hpp&gt;</code>
<p>
<div class="dynheader">
Inheritance diagram for Rounding:</div>
<div class="dynsection">
<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 shape="rect" href="class_quant_lib_1_1_ceiling_truncation.html" title="Ceiling truncation." alt="" coords="5,84,133,111"><area shape="rect" href="class_quant_lib_1_1_closest_rounding.html" title="Closest rounding." alt="" coords="157,84,285,111"><area shape="rect" href="class_quant_lib_1_1_down_rounding.html" title="Down&#45;rounding." alt="" coords="309,84,427,111"><area shape="rect" href="class_quant_lib_1_1_floor_truncation.html" title="Floor truncation." alt="" coords="451,84,568,111"><area shape="rect" href="class_quant_lib_1_1_up_rounding.html" title="Up&#45;rounding." alt="" coords="592,84,691,111"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>

<p>
<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#_test000051">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against known good results. </dd></dl>
<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="242cddb670f123b7cf2ec6b244514c8b"></a><!-- doxytag: member="QuantLib::Rounding::precision" ref="242cddb670f123b7cf2ec6b244514c8b" args="() const " -->
<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a>&nbsp;</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="fbd0fa31db28593e9669c3c56711c0a7"></a><!-- doxytag: member="QuantLib::Rounding::type" ref="fbd0fa31db28593e9669c3c56711c0a7" args="() const " -->
<a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a>&nbsp;</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="bdd70a56bfd67e3da02c16706ea1898d"></a><!-- doxytag: member="QuantLib::Rounding::roundingDigit" ref="bdd70a56bfd67e3da02c16706ea1898d" args="() const " -->
<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a>&nbsp;</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 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> { <br>
&nbsp;&nbsp;<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>
&nbsp;&nbsp;<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">&nbsp;</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">&nbsp;</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">&nbsp;</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)" -->
&nbsp;</td><td class="memItemRight" valign="bottom"><b>Rounding</b> (<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> precision, <a class="el" href="class_quant_lib_1_1_rounding.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> type=Closest, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> 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 " -->
<a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html#9835436c4cf8e92f0f7d8a3ed4643983">operator()</a> (<a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> value) const </td></tr>

<tr><td class="mdescLeft">&nbsp;</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>
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<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#_caveats000059">Warning:</a></b></dt><dd>the names of the <a class="el" href="class_quant_lib_1_1_floor.html" title="Concrete floor class.">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>&nbsp;</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>&nbsp;</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>&nbsp;</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>&nbsp;</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>&nbsp;</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>&nbsp;</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 &amp; Destructor Documentation</h2>
<a class="anchor" name="935bf504beb13c384b6bf2b57337b60c"></a><!-- doxytag: member="QuantLib::Rounding::Rounding" ref="935bf504beb13c384b6bf2b57337b60c" args="()" -->
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          <td class="memname"><a class="el" href="class_quant_lib_1_1_rounding.html">Rounding</a>           </td>
          <td>(</td>
          <td class="paramname">          </td>
          <td>&nbsp;)&nbsp;</td>
          <td width="100%"></td>
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<p>
default constructor 
<p>
Instances built through this constructor don't perform any rounding. 
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