Re: Help with MC Simulation performance

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Help-with-MC-Simulation-performance-tp3992p3997.html

On 08/19/2005 04:00:31 PM, Mathias Zetterqvist wrote:
> Ok, I'm using the compiler in Visual Studio.NET.

I see. I'm not familiar with that one, but if you look up 'profiling'  
in its documentation you should find a way to instrument the library so  
that it can be profiled. After you run your program (which will take  
longer that usual) you'll end up with a listing of the called functions  
together with the number of times they were called, the time they  
consumed, and other information. This should give you a hint as to what  
part of the code should be optimized.

Later,
        Luigi

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