Re: market models code

Posted by Mark joshi-2 on
URL: http://quantlib.414.s1.nabble.com/market-models-code-tp11949p11954.html

I'll put it on the "todo" list which is rather large right now...


2009/11/16 Luigi Ballabio <[hidden email]>:

> On Fri, 2009-11-13 at 21:52 +0100, Klaus Spanderen wrote:
>> I'm using deque<bool> as a drop-in replacement for vector<bool> because
>> deque<bool> is usually faster than vector<bool> (but needs more memory).
>
> deque looks good. Mark, would you try it out and see whether you get the
> same speed improvement as valarray?
>
> Luigi
>
>
>
> --
>
> I have yet to see any problem, however complicated, which, when you
> looked at it in the right way, did not become still more complicated.
> -- Poul Anderson
>
>
>



--
Quant Job Interview Questions and Answers is now out: www.markjoshi.com

Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com

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