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Fixed-Point Price Arithmetic (FixedPoint<4> with Integer Backend)

Medium · low_latency · Quant Developer interview question · fixed-point, integer-arithmetic, price-precision, low_latency, template, fma

Floating-point arithmetic introduces rounding errors that can cause significant P&L discrepancies in high-frequency trading (HFT). Fixed-point arithmetic avoids these issues by representing decimal values as scaled integers, enabling exact and efficient calculations for financial instruments with fixed tick sizes. This technique is standard in low-latency systems for pricing and order matching. Task Implement the FixedPoint<Decimals> class template. Your implementation must provide a constructo