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hayden4r4 / blackscholes-rust

A Black-Scholes pricing model built in Rust
MIT License
11 stars 6 forks source link

f64 support #29

Closed day01 closed 4 months ago

day01 commented 4 months ago

https://github.com/hayden4r4/blackscholes-rust/pull/5

Whole solution of bs-rs implementation is prepared for f64. In code we have reduction to f32 precision.

Expected behaviour:

Maybe in future we can implement another calculation for 128 precision.

day01 commented 4 months ago

@claireratigan thank you for collaboration :)