Awesome

Summary

A fixed place numeric library designed for performance. Based on the Go version 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 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 allow conversion to/from double for non-basic math operations.

Primarily developed for use in cpp_orderbook.