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Sourcecode: quantlib version File versions

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

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

Definition at line 35 of file rounding.hpp.


Inspectors

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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