Class FixedPointArithmetic

Namespace

Virtufin.Core.Position

Assembly

Virtufin.Core.dll

Base- and precision-aware arithmetic for IFixedPointAmount, following the standard fixed-point algorithms (see https://en.wikipedia.org/wiki/Fixed-point_arithmetic).

public static class FixedPointArithmetic

Inheritance

object

FixedPointArithmetic

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Remarks

Addition and subtraction require a common scaling factor (same base and precision) and throw PrecisionMismatchException otherwise.

Multiplication and division support differing base and precision. Both take an explicit resultBase and resultPrecision so the caller owns the target scale; the result is rounded half away from zero. The concrete result type is chosen by the generic parameter and its base must match resultBase.

All intermediates use BigInteger; the final decomposition is checked against long (whole) and ulong (fraction) and throws OverflowException when it does not fit.

Methods

Add<T>(T, T)

Add two amounts of the same base and precision.

public static T Add<T>(T left, T right) where T : IFixedPointAmount<T>

Parameters

left T

right T

Returns

T

Type Parameters

T

Exceptions

PrecisionMismatchException

Bases or precisions differ.

Divide<T>(IFixedPointAmount, IFixedPointAmount, int, int)

Divide left by right, expressing the result at resultBase and resultPrecision.

public static T Divide<T>(IFixedPointAmount left, IFixedPointAmount right, int resultBase, int resultPrecision) where T : IFixedPointAmount<T>

Parameters

left IFixedPointAmount

right IFixedPointAmount

resultBase int

resultPrecision int

Returns

T

Type Parameters

T

Exceptions

DivideByZeroException

right is zero.

ArgumentException

resultBase does not match T's base.

Multiply<T>(IFixedPointAmount, IFixedPointAmount, int, int)

Multiply two amounts, expressing the result at resultBase and resultPrecision. Equivalent to (left/Base_l^P_l) * (right/Base_r^P_r) rounded to the target scale.

public static T Multiply<T>(IFixedPointAmount left, IFixedPointAmount right, int resultBase, int resultPrecision) where T : IFixedPointAmount<T>

Parameters

left IFixedPointAmount

right IFixedPointAmount

resultBase int

resultPrecision int

Returns

T

Type Parameters

T

Exceptions

ArgumentException

resultBase does not match T's base.

Rescale<T>(IFixedPointAmount, int, int)

Convert amount to resultBase and resultPrecision, rounding half away from zero.

public static T Rescale<T>(IFixedPointAmount amount, int resultBase, int resultPrecision) where T : IFixedPointAmount<T>

Parameters

amount IFixedPointAmount

resultBase int

resultPrecision int

Returns

T

Type Parameters

T

Exceptions

ArgumentException

resultBase does not match T's base.

Subtract<T>(T, T)

Subtract two amounts of the same base and precision.

public static T Subtract<T>(T left, T right) where T : IFixedPointAmount<T>

Parameters

left T

right T

Returns

T

Type Parameters

T

Exceptions

PrecisionMismatchException

Bases or precisions differ.