Slow impliedVolatility and NPV calculation when using Business252 dayCounter

Posted by aimz on Sep 18, 2012; 6:57am
URL: http://quantlib.414.s1.nabble.com/Slow-impliedVolatility-and-NPV-calculation-when-using-Business252-dayCounter-tp200.html

I am having a bit of an issue with the speed of calculation. As I need to recalculate hundreds of options every few hundred milliseconds it generates a problem.

Here is what I do to calculate simple vanilla EuropeanOptions: I use a simple BlackConstantVol, a BlackScholesMertonProcess to calculate NPV and impliedVolatility.

Question: this process is very fast when I use a Actual365Fixed but VERY SLOW when I replace this counter with a Business 252 day counter. Basically the calculation takes many orders of magnitudes more.

Note: in both cases I use the correct respective calendar.

What could be the reason as the only diff is the day counter?