https://github.com/robaho/cpp_fixed

https://github.com/robaho/cpp_fixed

finance fixed-point math

Last synced: 18 days ago
JSON representation

• Host: GitHub
• URL: https://github.com/robaho/cpp_fixed
• Owner: robaho
• Created: 2024-06-16T15:08:00.000Z (about 2 years ago)
• Default Branch: main
• Last Pushed: 2025-01-30T05:17:57.000Z (over 1 year ago)
• Last Synced: 2025-02-27T05:32:59.489Z (over 1 year ago)
• Topics: finance, fixed-point, math
• Language: C++
• Homepage:
• Size: 33.2 KB
• Stars: 1
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
**Summary**

A fixed place numeric library designed for performance. Based on the Go version [fixed](https://github.com/robaho/fixed)

The library is safe for concurrent use. 

It is ideally suited for high performance trading financial systems. All common math operations are completed with 0 allocations.

**Building**

You need the [Boost Unit Testing Framework](https://www.boost.org/doc/libs/1_87_0/libs/test/doc/html/index.html) installed.

It builds using `make` by default with CLang. There is `Makefile.gcc` for using GCC instead.

**Design Goals**

Financial systems, especially trading systems need efficient, and stable decimal arithmetic.

This was designed as a drop-in replacement for double, but allows conversion to/from double for advanced math operations.

Primarily developed for use in [cpp-trader](https://github.com/robaho/cpp-trader).