Re: Removing Boost dependency from QuantLib
Posted by
Luigi Ballabio on
Jul 04, 2017; 7:42am
URL: http://quantlib.414.s1.nabble.com/Removing-Boost-dependency-from-QuantLib-tp18381p18384.html
Hello Hao,
that's great news---I've been wondering myself if this was possible. I'll be sure to check out your project.
I suggest you also post to quantlib-users for greater exposure.
Later,
Luigi
On Tue, Jul 4, 2017 at 5:24 AM Hao Zhang via QuantLib-dev <
[hidden email]> wrote:
Hello Everyone,
I have removed all Boost dependency from QuantLib, and ported QuantLib to
C++17. The code is hosted on GitHub (https://github.com/haozhangphd/
QuantLib-noBoost).
The ported code passes all test cases, and there are significant
performance improvements in SOME functionalities. Using the QuantLib
Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time 13.15s),
while unmodified QuantLib gives 1440 mflops (running time 44.8s) on my Dell
Inspiron 13 i7348 laptop, both running under identical conditions with
identical compiler flags. The total running time of the whole test suite is
also shorter by ~10% after Boost is removed.
I will continue maintaining this project, and regularly backporting latest
commits from QuantLib. I will also make this project work on other
compilers besides GCC in the near future.
Best Regards,
Hao
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