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ViscountPenguintoday at 12:49 AM0 repliesview on HN

It can be really frustrating viewing threads like this sometimes. I've not once seen an interest rate swap priced in anything other than float/double, and that's relatively simple even compared to some of the crazy instruments out there.

Like, sure, probably don't use floats for everything, but what are the odds that your greeks are gonna be nicely expressable as simple rationals?