18089177727

Committed 29 Sep 2025 07:23AM UTC coverage: 73.914% (+0.1%) from 73.816%

Build # 18089177727

Build Type

Pull #2265

github

Committed by

web-flow

Commit Message

Merge 13a7b3b53 into 787317697

Pull Request Pull Request #2265: Fix potential dangling reference in MultiCubicSpline

Run Details

2 of 2 new or added lines in 1 file covered. (100.0%)

219 existing lines in 29 files now uncovered.

57063 of 77202 relevant lines covered (73.91%)

8763673.17 hits per line

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92.31

/ql/math/rounding.cpp

/* -*- 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
 <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.
*/

/*! \file rounding.hpp
    \brief Rounding implementation
*/

#include <ql/math/rounding.hpp>
#include <ql/errors.hpp>

namespace QuantLib {

    static inline Real fast_pow10(Integer precision) {
        // Providing support for truncating up to 16 decimal places after dot
        constexpr static double pow10_lut[0x20] = {
            1.0E0,  1.0E1,  1.0E2,  1.0E3,  1.0E4,  1.0E5,
            1.0E6,  1.0E7,  1.0E8,  1.0E9,  1.0E10, 1.0E11,
            1.0E12, 1.0E13, 1.0E14, 1.0E15, 1.0E16
            /*the rest of the numbers are zeros*/};
        // Skipping precision input value checks without causing a crash
        return pow10_lut[precision & 0x1F];
    }

    Decimal Rounding::operator()(Decimal value) const {

        if (type_ == None)
            return value;

        Real mult = fast_pow10(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) ? Real(-(lvalue / mult)) : Real(lvalue / mult);
    }

}

1	/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3	/*
4	Copyright (C) 2004 Decillion Pty(Ltd)
5
6	This file is part of QuantLib, a free-software/open-source library
7	for financial quantitative analysts and developers - http://quantlib.org/
8
9	QuantLib is free software: you can redistribute it and/or modify it
10	under the terms of the QuantLib license. You should have received a
11	copy of the license along with this program; if not, please email
12	<quantlib-dev@lists.sf.net>. The license is also available online at
13	<https://www.quantlib.org/license.shtml>.
14
15	This program is distributed in the hope that it will be useful, but WITHOUT
16	ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17	FOR A PARTICULAR PURPOSE. See the license for more details.
18	*/
19
20	/*! \file rounding.hpp
21	\brief Rounding implementation
22	*/
23
24	#include <ql/math/rounding.hpp>
25	#include <ql/errors.hpp>
26
27	namespace QuantLib {
28
29	static inline Real fast_pow10(Integer precision) {
30	// Providing support for truncating up to 16 decimal places after dot
31	constexpr static double pow10_lut[0x20] = {
32	1.0E0, 1.0E1, 1.0E2, 1.0E3, 1.0E4, 1.0E5,
33	1.0E6, 1.0E7, 1.0E8, 1.0E9, 1.0E10, 1.0E11,
34	1.0E12, 1.0E13, 1.0E14, 1.0E15, 1.0E16
35	/the rest of the numbers are zeros/};
36	// Skipping precision input value checks without causing a crash
37	return pow10_lut[precision & 0x1F];	642,041✔
38	}
39
40	Decimal Rounding::operator()(Decimal value) const {	642,045✔
41
42	if (type_ == None)	642,045✔
43	return value;
44
45	Real mult = fast_pow10(precision_);	642,041✔
46	bool neg = (value < 0.0);
47	Real lvalue = std::fabs(value)*mult;	642,041✔
48	Real integral = 0.0;	642,041✔
49	Real modVal = std::modf(lvalue,&integral);	642,041✔
50	lvalue -= modVal;	642,041✔
51	switch (type_) {	642,041✔
52	case Down:
53	break;
54	case Up:	21✔
55	if (modVal != 0.0)	21✔
56	lvalue += 1.0;	20✔
57	break;
58	case Closest:	641,950✔
59	if (modVal >= (digit_/10.0))	641,950✔
60	lvalue += 1.0;	233,672✔
61	break;
62	case Floor:	21✔
63	if (!neg) {	21✔
64	if (modVal >= (digit_/10.0))	15✔
65	lvalue += 1.0;	6✔
66	}
67	break;
68	case Ceiling:	21✔
69	if (neg) {	21✔
70	if (modVal >= (digit_/10.0))	6✔
71	lvalue += 1.0;	2✔
72	}
73	break;
UNCOV 74	default:	×
UNCOV 75	QL_FAIL("unknown rounding method");	×
76	}
77	return (neg) ? Real(-(lvalue / mult)) : Real(lvalue / mult);	642,041✔
78	}
79
80	}

lballabio / QuantLib / 18089177727

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