FA-62093 / Currency rounding and FX conversion / Member archive

The outright forward is rounded to whole pips · case 03

The forward rate loses the fractional pip that the dealing screen shows.

Member previewVariant 3 · 3 implementations · 8 checks per implementation

Case contract

solve(pair, spot, points, notional): pair is BASEQUOTE. The pip exponent depends on the quote currency: JPY 2, HUF 2, KRW 0, otherwise 4 (pip = 10**-exp). points is a decimal string of pips (fractional pips allowed, negative for discount). forward = spot + points*pip rounded half-even to exp+1 decimals (one fractional pip). The pip value in quote currency is notional*pip rounded half-even to 2 decimals. Return [forward, pip_value] as plain strings.

Why this case matters

Currency amounts must be rounded at the right stage and in the right unit, or ledgers, quotes and settlements drift by minor units.

One recorded failure

Sample boundary fixture

This sample comes from the broken implementation of a controlled reproducer.

Boundary fixture	Actual	Expected	Outcome
regression forward-precision 1	`["0.0703", "500.00"]`	`["0.07027", "500.00"]`	Failed

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