std.math performance (SSE vs. real)

[Russel Winder via Digitalmars-d]

On Sun, 2014-06-29 at 07:59 -0700, Andrei Alexandrescu via Digitalmars-d
wrote:
[…]

> 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.

Very definitely so. Fixed point or integer arithmetic for simple
"household" finance fair enough, but for "finance house" calculations
you generally need 22+ significant denary digits to meet with compliance
requirements. 

-- 
Russel.
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