Re: Passing on a discount curve without interpolating
Posted by teejayu on Oct 26, 2015; 4:50pm
URL: http://quantlib.414.s1.nabble.com/Passing-on-a-discount-curve-without-interpolating-tp16956p16964.html
Hi Peter,
Thanks for your reply.
I am indeed feeding in a long vector of days (daily for 30yrs)...but I agree that it's prb not going to be saving too much speed there. I will implement a similar class (of your example) and see if it's worth it.
At the same time, could you elaborate on what you meant by "memory footprint"? What exactly is the concern about memory in using such a cloned class?
Thanks,
TJ