Do quants tend to use any high precision arithmetic libraries in C++ (in order to prevent things like rounding errors, and other floating point problems)? Or do they just trust that double will always work fine?If the former, can you recommend some good high precision libraries out there for C++? In your experience, what are the tradeoffs in terms of performance?For further information: en.wikipedia.org/wiki/Arbitrary-precision_arithmetic
Last edited by Y0da
on August 28th, 2012, 10:00 pm, edited 1 time in total.