Question

Let’s say I’m writing a “DayData” class, containing the ivars

NSString *symbol;  //such as "AAPL"
NSString *currency; //such as "USD"
NSDate *day;
double open;
double high;
double low;
double close;

The last four ivars are the open,high,low,close prices of that stock for that day.

Say I’m using this class as the fundamental building-block class behind intensive Monte Carlo simulations along many decades, i.e. thousands of days, of historical data. This means I’d have to access these ivars thousands if not millions if not billions of times in a short period of time to make the simulations as fast as possible.

Question: Should I stick to double, or should I still use NSDecimalNumber? How fast is NSDecimalNumber, really? Has anyone here tested NSDecimalNumber for intensive scientific applications?

Answer 1

Faster than NSDecimalNumber would be NSDecimal, which isn’t an Obj-C object, so doesn’t incur the overhead of objc_msgSend, but still has the advantages of decimal math. Here are the functions to work with NSDecimals.