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Performance hit of QL_REQUIRE

Posted by igitur on Nov 26, 2014; 1:48pm
URL: http://quantlib.414.s1.nabble.com/Performance-hit-of-QL-REQUIRE-tp16083.html

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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