Hot answers tagged round
1
That exchange spec implies that there isn't a legal price of 1001, 1002, ..., 1009. The next available price after 1000 is just 1010.
If your pricing engine determines a fair value of, say, 1005, then your application will need to apply some rounding logic. For example, you can always round away from the inside price, or you can simply round to the nearest ...
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