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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_rounding.html">Rounding</a></li> </ul>
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<a href="#pub-types">Public Types</a> |
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<div class="title">Rounding Class Reference</div> </div>
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<p>basic rounding class
<a href="class_quant_lib_1_1_rounding.html#details">More...</a></p>
<p><code>#include <ql/math/rounding.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for Rounding:</div>
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<map name="_rounding_inherit__map" id="a_rounding_inherit__map">
<area shape="rect" title="basic rounding class" alt="" coords="316,5,393,32"/>
<area shape="rect" href="class_quant_lib_1_1_ceiling_truncation.html" title="Ceiling truncation." alt="" coords="5,80,128,107"/>
<area shape="rect" href="class_quant_lib_1_1_closest_rounding.html" title="Closest rounding." alt="" coords="152,80,275,107"/>
<area shape="rect" href="class_quant_lib_1_1_down_rounding.html" title="Down-rounding." alt="" coords="299,80,410,107"/>
<area shape="rect" href="class_quant_lib_1_1_floor_truncation.html" title="Floor truncation." alt="" coords="435,80,547,107"/>
<area shape="rect" href="class_quant_lib_1_1_up_rounding.html" title="Up-rounding." alt="" coords="571,80,666,107"/>
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<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:a1d1cfd8ffb84e947f82999c682b666a7"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a> { <br />
  <a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7ac9d3e887722f2bc482bcca9d41c512af">None</a>,
<a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7a57a7edcbc04d6175683383cad5c3e0a2">Up</a>,
<a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7abcf8c79e9a5f5f9d606fb35645a0fb27">Down</a>,
<a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7a32c94a47509871edf49d5c3936689d30">Closest</a>,
<br />
  <a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7a94e95e4b8360855608dfad0b1f43a301">Floor</a>,
<a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7a0d419a70fa5708b3735db741f20316c9">Ceiling</a>
<br />
}</td></tr>
<tr class="memdesc:a1d1cfd8ffb84e947f82999c682b666a7"><td class="mdescLeft"> </td><td class="mdescRight">rounding methods <a href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7">More...</a><br /></td></tr>
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Public Member Functions</h2></td></tr>
<tr class="memitem:a935bf504beb13c384b6bf2b57337b60c"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html#a935bf504beb13c384b6bf2b57337b60c">Rounding</a> ()</td></tr>
<tr class="memdesc:a935bf504beb13c384b6bf2b57337b60c"><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="class_quant_lib_1_1_rounding.html#a935bf504beb13c384b6bf2b57337b60c">More...</a><br /></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>Rounding</b> (<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> precision, <a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a> type=<a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7a32c94a47509871edf49d5c3936689d30">Closest</a>, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> digit=5)</td></tr>
<tr class="separator:a2a79742b3f2854a95befbd58cf917341"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a45ba4c8715758ff99810438b3da81096"><td class="memItemLeft" align="right" valign="top"><a id="a45ba4c8715758ff99810438b3da81096"></a>
<a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html#a45ba4c8715758ff99810438b3da81096">operator()</a> (<a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> value) const</td></tr>
<tr class="memdesc:a45ba4c8715758ff99810438b3da81096"><td class="mdescLeft"> </td><td class="mdescRight">perform rounding <br /></td></tr>
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Inspectors</h2></td></tr>
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<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>precision</b> () const</td></tr>
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<tr class="memitem:adf4a6727c689e0038cf2cdd158d5ed2c"><td class="memItemLeft" align="right" valign="top"><a id="adf4a6727c689e0038cf2cdd158d5ed2c"></a>
<a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a> </td><td class="memItemRight" valign="bottom"><b>type</b> () const</td></tr>
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<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>roundingDigit</b> () const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>basic rounding class </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000068">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against known good results. </dd></dl>
</div><h2 class="groupheader">Member Enumeration Documentation</h2>
<a id="a1d1cfd8ffb84e947f82999c682b666a7"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a1d1cfd8ffb84e947f82999c682b666a7">◆ </a></span>Type</h2>
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<div class="memproto">
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<td class="memname">enum <a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a></td>
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<p>rounding methods </p>
<p>The rounding methods follow the OMG specification available at <a href="http://www.omg.org/cgi-bin/doc?formal/00-06-29.pdf">http://www.omg.org/cgi-bin/doc?formal/00-06-29.pdf</a>.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000106">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>
<table class="fieldtable">
<tr><th colspan="2">Enumerator</th></tr><tr><td class="fieldname"><a id="a1d1cfd8ffb84e947f82999c682b666a7ac9d3e887722f2bc482bcca9d41c512af"></a>None </td><td class="fielddoc"><p>do not round: return the number unmodified </p>
</td></tr>
<tr><td class="fieldname"><a id="a1d1cfd8ffb84e947f82999c682b666a7a57a7edcbc04d6175683383cad5c3e0a2"></a>Up </td><td class="fielddoc"><p>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 </p>
</td></tr>
<tr><td class="fieldname"><a id="a1d1cfd8ffb84e947f82999c682b666a7abcf8c79e9a5f5f9d606fb35645a0fb27"></a>Down </td><td class="fielddoc"><p>all decimal places past the precision will be truncated </p>
</td></tr>
<tr><td class="fieldname"><a id="a1d1cfd8ffb84e947f82999c682b666a7a32c94a47509871edf49d5c3936689d30"></a>Closest </td><td class="fielddoc"><p>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. </p>
</td></tr>
<tr><td class="fieldname"><a id="a1d1cfd8ffb84e947f82999c682b666a7a94e95e4b8360855608dfad0b1f43a301"></a>Floor </td><td class="fielddoc"><p>positive numbers will be rounded up and negative numbers will be rounded down using the OMG round up and round down rules </p>
</td></tr>
<tr><td class="fieldname"><a id="a1d1cfd8ffb84e947f82999c682b666a7a0d419a70fa5708b3735db741f20316c9"></a>Ceiling </td><td class="fielddoc"><p>positive numbers will be rounded down and negative numbers will be rounded up using the OMG round up and round down rules </p>
</td></tr>
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<h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="a935bf504beb13c384b6bf2b57337b60c"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a935bf504beb13c384b6bf2b57337b60c">◆ </a></span>Rounding()</h2>
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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>)</td>
<td></td>
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<p>default constructor </p>
<p>Instances built through this constructor don't perform any rounding. </p>
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