3 ms·
We do use FP numbers for performance reasons occasionally, but we are well aware of their limitations, and when to normalize. Running option trading models wit
by atemerev 8y ago
We do use FP numbers for performance reasons occasionally, but we are well aware of their limitations, and when to normalize.
Running option trading models with BigDecimal is unproductive. However, when the calculations are done, we store the results back as decimal representation.