# Python 3.12.3 | glibc 2.39 | QuantLib 1.43 | x86_64
libm exp n=1000000 sha256=0a0717419557d8d1
libm log n=1000000 sha256=97965880ca4edfe0
libm pow n=1000000 sha256=196bf5663130a7f3
discount factor, 1.5 years = 0.95599748183309996 0x1.e978807f10233p-1
process drift at t=0.5 = -0.011250000002571328 -0x1.70a3d70ba7528p-7
European call, Black-Scholes formula = 8.6124356138907761 0x1.1399129292215p+3
European call, delta = 0.49891112654468284 0x1.fee28ef07acf0p-2
European call, Monte Carlo = 8.5408473604976596 0x1.114e9f1faee45p+3
American put, binomial tree = 6.6202385489704172 0x1.a7b1fd06e2f8dp+2
American put, Longstaff-Schwartz = 6.5526994108438759 0x1.a35f6d5985f25p+2
Asian call, Monte Carlo = 6.532912064431649 0x1.a21b3b34182d8p+2
Down-and-out call, Monte Carlo = 9.5748933379022514 0x1.326586b69f4f7p+3
European call, Heston formula = 10.309224649350977 0x1.49e52b17828b6p+3
European put, local volatility, Monte Carlo = 8.0916636154283292 0x1.02eee888cfedfp+3
European put, local volatility, Sobol = 8.2206876199600138 0x1.070fdf7bcb87ep+3