Test failing: bs_f32x8_::tests::check_ir_from_price_f32x8

[extremeandy]

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 😅

[ronniec95]

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.

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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 😅 — Reply to this email directly, view it on GitHub <#4>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAGY5WFNBBIWKITOXG3CNRTWNDPLDANCNFSM6AAAAAAS5VGW3Q> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>