std.math performance (SSE vs. real)

Andrei Alexandrescu via Digitalmars-d digitalmars-d at puremagic.com
Sun Jun 29 07:59:42 PDT 2014


On 6/28/14, 9:36 PM, H. S. Teoh via Digitalmars-d wrote:
> On Sat, Jun 28, 2014 at 05:16:53PM -0700, Walter Bright via Digitalmars-d wrote:
>> On 6/28/2014 3:57 AM, Russel Winder via Digitalmars-d wrote:
> [...]
>>> Or indeed when calculating anything to do with money.
>>
>> You're better off using 64 bit longs counting cents to represent money
>> than using floating point. But yeah, counting money has its own
>> special problems.
>
> For counting money, I heard that the recommendation is to use
> fixed-point arithmetic (i.e. integer values in cents).

A friend who works at a hedge fund (after making the rounds to the NYC 
large financial companies) told me that's a myth. Any nontrivial 
calculation involving money (interest, fixed income, derivatives, ...) 
needs floating point. He never needed more than double.

Andrei



More information about the Digitalmars-d mailing list