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Performance hit of QL_REQUIRE

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igitur

Performance hit of QL_REQUIRE

Hi,

It seems since v1.0.0 a lot of QL_REQUIRE statements were added. Do you have any idea of how that impacted on the performance, if any?

A user of the QLNet version noticed a big impact, but in QLNet we use a normal function, and not a macro, so the impact is somewhat expected (parameter values are evaluated whether or not the condition holds).

I'm curious as to whether any impact was noticed in QuantLib.

See discussion at https://github.com/amaggiulli/qlnet/issues/40

thanks

Francois Botha

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Luigi Ballabio

Re: Performance hit of QL_REQUIRE

Hi Francois,

I didn't notice any particular slowdown. Then again, as you say, QL_REQUIRE is a macro in the C++ library. On the happy path, the cost is just the evaluation of the condition.

Luigi

On Wed, Nov 26, 2014 at 2:54 PM, Francois Botha <[hidden email]> wrote:

Hi,

It seems since v1.0.0 a lot of QL_REQUIRE statements were added. Do you have any idea of how that impacted on the performance, if any?

A user of the QLNet version noticed a big impact, but in QLNet we use a normal function, and not a macro, so the impact is somewhat expected (parameter values are evaluated whether or not the condition holds).

I'm curious as to whether any impact was noticed in QuantLib.

See discussion at https://github.com/amaggiulli/qlnet/issues/40

thanks
Francois Botha

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