[This message was posted by Daniel May of SpryWare, LLC <[EMAIL PROTECTED]> to 
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Dimitry,
       I had posted a related thread a while back, see 
http://fixprotocol.org/discuss/read/eebb5ac9

I think the optimal way to do this is to determine the amount of precision you 
want from the IEEE float or double, and extract the mantissa and exponent to 
create a scaled decimal.  As you would expect, this needs to be optimized, and 
I am not sure the standard C lib methods are the way to go.  Then comes the 
question of rounding vs. truncation.

So, does someone want to submit a good algorithm for conversion ?

/Daniel


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