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/*
Copyright (C) 2004 StatPro Italia srl
Copyright (C) 2005 Dominic Thuillier
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
<https://www.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_i
#define quantlib_rounding_i
%include common.i
%include types.i
%{
using QuantLib::Rounding;
using QuantLib::UpRounding;
using QuantLib::DownRounding;
using QuantLib::ClosestRounding;
using QuantLib::CeilingTruncation;
using QuantLib::FloorTruncation;
%}
class Rounding {
#if defined(SWIGCSHARP)
%rename(apply) operator();
#endif
public:
Rounding();
Decimal operator()(Decimal value) const;
};
class UpRounding : public Rounding {
public:
UpRounding(Integer precision, Integer digit = 5);
};
class DownRounding : public Rounding {
public:
DownRounding(Integer precision, Integer digit = 5);
};
class ClosestRounding : public Rounding {
public:
ClosestRounding(Integer precision, Integer digit = 5);
};
class CeilingTruncation : public Rounding {
public:
CeilingTruncation(Integer precision, Integer digit = 5);
};
class FloorTruncation : public Rounding {
public:
FloorTruncation(Integer precision, Integer digit = 5);
};
#endif
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