Performance

classic Classic list List threaded Threaded
3 messages Options
Reply | Threaded
Open this post in threaded view
|

Performance

snovik
How long does it take to run an EquityOption example an a typical pc? By typical I mean something like duo-core 2GHz

I have a feeling that it take too long on my machine.
Reply | Threaded
Open this post in threaded view
|

Re: Performance

Ferdinando M. Ametrano-3
On Sun, Jul 6, 2008 at 11:51 PM, snovik <[hidden email]> wrote:
> How long does it take to run an EquityOption example an a typical pc? By
> typical I mean something like duo-core 2GHz
>
> I have a feeling that it take too long on my machine.
check that you're using Release configuration and not debug

ciao -- Nando

-------------------------------------------------------------------------
Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW!
Studies have shown that voting for your favorite open source project,
along with a healthy diet, reduces your potential for chronic lameness
and boredom. Vote Now at http://www.sourceforge.net/community/cca08
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Reply | Threaded
Open this post in threaded view
|

Re: Performance

snovik
oh ok. Now it is much faster.

The reason I asked is that we are doing a QL port into c# for .NET and I wondered about performance comparission between c# and c++. Obviously c# takes longer but the results for the full equityoption calc on my laptop are:
c++ took 5 sec
c# took 7 sec.

I have to say, c# is not bad at all ;)



Ferdinando Ametrano wrote
On Sun, Jul 6, 2008 at 11:51 PM, snovik <snovik@gmail.com> wrote:
> How long does it take to run an EquityOption example an a typical pc? By
> typical I mean something like duo-core 2GHz
>
> I have a feeling that it take too long on my machine.
check that you're using Release configuration and not debug

ciao -- Nando

-------------------------------------------------------------------------
Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW!
Studies have shown that voting for your favorite open source project,
along with a healthy diet, reduces your potential for chronic lameness
and boredom. Vote Now at http://www.sourceforge.net/community/cca08
_______________________________________________
QuantLib-users mailing list
QuantLib-users@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/quantlib-users