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Test failing: bs_f32x8_::tests::check_ir_from_price_f32x8 #4
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Hi
I'll check the test asap. It's not meant to be experimental at all we use
it in production.
However calculating the interest rate from a option price is not a closed
form solution but iterative so it's not necessarily convergent.
…On Tue, 13 Dec 2022, 20:57 extremeandy, ***@***.***> wrote:
This test is failing when I try on aarch64 or x86_64 targets. Is this left
intentionally broken, or otherwise? 🤔
I'm currently investigating what's available in Rust for black scholes.
Would be nice to be able to use your work but I'm not sure if it's too
experimental at the moment 😅
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This test is failing when I try on aarch64 or x86_64 targets. Is this left intentionally broken, or otherwise? 🤔
I'm currently investigating what's available in Rust for black scholes. Would be nice to be able to use your work but I'm not sure if it's too experimental at the moment 😅
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