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QuantLib::Rounding Class Reference

#include <rounding.hpp>

Inheritance diagram for QuantLib::Rounding:

QuantLib::CeilingTruncation QuantLib::ClosestRounding QuantLib::DownRounding QuantLib::FloorTruncation QuantLib::UpRounding

List of all members.

Detailed Description

basic rounding class

the correctness of the returned values is tested by checking them against known good results.

Definition at line 35 of file rounding.hpp.


Integer digit_
Integer precision_
Type type_
Integer precision () const
Integer roundingDigit () const
Type type () const

Public Types

enum  Type {
  None, Up, Down, Closest,
  Floor, Ceiling
 rounding methods More...

Public Member Functions

Decimal operator() (Decimal value) const
 perform rounding
 Rounding (Integer precision, Type type=Closest, Integer digit=5)
 Rounding ()
 default constructor

The documentation for this class was generated from the following files:

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