Rounding
Type CDM 7.2.0Defines rounding rules and precision to be used in the rounding of a number.
Extends —
Extended by —
Attributes 2
Namespace cdm.base.math
Attributes
All 2 declared on Rounding. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| roundingDirection | RoundingDirectionEnum | 1..1 | Specifies the rounding rule as up, down, or nearest. |
| precision | int | 0..1 | Specifies the rounding precision in terms of a number of decimal places when the number is evaluated in decimal form (not percentage), e.g. 0.09876543 rounded to the nearest 5 decimal places is 0.0987654. |
Referenced by
6 types hold a Rounding as an attribute.
AveragingCalculationCollateralInterestCalculationParametersCommodityPriceReturnTermsFloatingRateProcessingParametersFloatingRateSpecificationObservationTerms
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapFinalRateRounding | returns | — |
| ApplyFinalRateRounding | takes | Apply the final rate rounding treatment logic as described in the 2021 ISDA Definitions, section 4.8.1. |
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