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From: Sliwa, Przemyslaw (London) (Przemyslaw_Sliwa_at_[hidden])
Date: 2005-04-18 03:14:05


Is it still related to the initial bug in the code?

Thanks

Sami

-----Original Message-----
From: boost-users-bounces_at_[hidden]
[mailto:boost-users-bounces_at_[hidden]] On Behalf Of
remi.chateauneu_at_[hidden]
Sent: 17 April 2005 17:29
To: boost-users_at_[hidden]
Subject: Re: [Boost-users] RE: Boost thread problem

Ben Hutchings wrote:

> If you're dealing with other people's money then there are regulations

> that specify the required intermediate precision and rounding rules,
> which may vary from place to place.

For market risk, the amounts are very high and somewhat 'virtual',
because what is evaluated is a probability of gain/loss, and therefore
some imprecision is acceptable.
When it is about 'real' money, imprecision is unavoidable (...change
rates...), but what helps is the small number of operations (couple of
additions / multiplications) in each separate transaction. When other
types of financial operations implies many numbers, regulations may
enforce to have specific accounts storing rounding errors (differences
between the actual and expected results): Although there are rounding
errors, nothing 'disappeared' from the bank's books.

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