On Fri, 2007-04-20 at 23:48 +0200, Ferdinando Ametrano wrote:
> On 4/19/07, Luigi Ballabio <
[hidden email]> wrote:
> > now that the market-model tests for the callable-swap were re-enabled,
> > the test suite seems to take forever (as in more than one hour on a
> > recent machine.) Is it because CurveState's methods are now virtual?
>
> unfortunately we didn't check the performance hit of having virtual
> methods in CurveState when we introduced them. My impression anyway is
> that the current test-suite overall timing of about 52 minutes (on my
> workstation) is to be compared with 40-something in the previous state
> of affairs.
You're right. I tried coding CurveState as a non-virtual class, and the
performance doesn't seem to change much. It might be worth committing it
anyway, as it removes the CurveState hierarchy. What do you think?
Later,
Luigi
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