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Subject: Re: [boost] a safe integer library
From: Matt Hurd (matthurd_at_[hidden])
Date: 2015-12-17 22:44:22

> Matheus Izvekov has created a nice fixed-point library that lets you
> specify exact precision. It also interoperates with my bounded::integer
> library as one possible back-end.

Thanks David. I'll have a look as I suspect it may be a good replacement
for my home-brew especially as it has traits.

> ==Tangent==
> For a money type, we often think of money as being any number of dollar
> digits followed by exactly two cent digits. I work in finance, however, and
> this is not always true. Certain instruments are traded in 1/8 of a cent,
> meaning that they would actually require five decimal digits past the point
> to represent. Currency conversions (how many US dollars can I buy with one
> Euro?) just as bad. They were typically traded in pips, which is 4 decimal
> places, but now they are traded in fractional pips, which is 5. There is no
> reason to believe that this will remain at 5 forever.
> The typical representation in the wire protocol for all of these prices is
> to effectively send two integers and treat it as a rational (the wire
> representation for those two integers varies, but that is the ultimate
> idea).
> I don't know how much a "standard" money class should deal with these 'side
> issues', as most people don't care about pips and pipettes. However, many
> of the people who deal with money the most do, and would be unable to use
> fixed_point<a lot, 2> as their underlying money type.

Finance is a funny beast.

Thanks again and kind regards,


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