Re:An oral history of Bank Python
by carnitine on Thursday November 04, 2021 @12:49PM
(#29109483)
You don’t do that though, there’s no use case to account with the output of a model.
[ Parent
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I'm not sure what you mean - aside from speculative pricing models there are regulatory constraints too, that are a part of the same codebase.
Not to mention that there is a use case for auditing pricing models (as in external requirement, or internally) or comparing alternative models.
Sure we add up the numbers, but there are thresholds for everything anyway. We might not be concerned about something within a 1MM range let alone a floating point inaccuracy. The uncertainty is accounted for already.