OnixS C++ CME MDP Conflated UDP Handler  1.1.2
API documentation
Public Types | Public Member Functions | List of all members
FixedPointDecimal< MantissaType, ExponentType > Class Template Reference

#include <OnixS/CME/ConflatedUDP/Decimal.h>

Public Types

enum  { Size = sizeof(Mantissa) }
 
typedef MantissaType Mantissa
 
typedef ExponentType Exponent
 

Public Member Functions

 FixedPointDecimal ()
 
 FixedPointDecimal (Mantissa mantissa)
 
Mantissa mantissa () const
 
Exponent exponent () const
 

Detailed Description

template<class MantissaType, class ExponentType>
class OnixS::CME::ConflatedUDP::FixedPointDecimal< MantissaType, ExponentType >

Represents real number with constant exponent.

CME Market Data Platform currently operates prices and scaling factors as real numbers with constant exponent. This class implements concept of fixed point decimal and lets to dramatically improve performance of book-related operations.

Definition at line 41 of file Decimal.h.

Member Typedef Documentation

typedef ExponentType Exponent

Aliases exponent component type.

Definition at line 51 of file Decimal.h.

typedef MantissaType Mantissa

Aliases mantissa component type.

Definition at line 48 of file Decimal.h.

Member Enumeration Documentation

anonymous enum

A few traits.

Enumerator
Size 

Size of class in bytes. 

    Instantiations of given class are used 
    while manipulating binary messages. Regular 
    composites expose given characteristics so 
    as this template class does.

Definition at line 54 of file Decimal.h.

Constructor & Destructor Documentation

FixedPointDecimal ( )
inline

Default (zero) initialization.

Definition at line 66 of file Decimal.h.

FixedPointDecimal ( Mantissa  mantissa)
inlineexplicit

Explicitly initializes instance from its mantissa value.

Definition at line 73 of file Decimal.h.

Member Function Documentation

Exponent exponent ( ) const
inline

Returns exponent of given decimal.

Definition at line 86 of file Decimal.h.

Mantissa mantissa ( ) const
inline

Returns mantissa of given decimal.

Definition at line 80 of file Decimal.h.

The documentation for this class was generated from the following file: