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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 Decillion Pty(Ltd)
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
<http://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.
*/
/*! \file rounding.hpp
\brief Rounding implementation
*/
#include <ql/math/rounding.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Decimal Rounding::operator()(Decimal value) const {
if (type_ == None)
return value;
Real mult = std::pow(10.0,precision_);
bool neg = (value < 0.0);
Real lvalue = std::fabs(value)*mult;
Real integral = 0.0;
Real modVal = std::modf(lvalue,&integral);
lvalue -= modVal;
switch (type_) {
case Down:
break;
case Up:
if (modVal != 0.0)
lvalue += 1.0;
break;
case Closest:
if (modVal >= (digit_/10.0))
lvalue += 1.0;
break;
case Floor:
if (!neg) {
if (modVal >= (digit_/10.0))
lvalue += 1.0;
}
break;
case Ceiling:
if (neg) {
if (modVal >= (digit_/10.0))
lvalue += 1.0;
}
break;
default:
QL_FAIL("unknown rounding method");
}
return (neg) ? -(lvalue/mult) : lvalue/mult;
}
}
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