std.math performance (SSE vs. real)

Walter Bright via Digitalmars-d digitalmars-d at puremagic.com
Sun Jun 29 12:18:48 PDT 2014


On 6/29/2014 11:13 AM, Russel Winder via Digitalmars-d wrote:
> 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.

Doubles are only good to 17 digits, and even that 17th digit is flaky.



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