RE: Path generation

Posted by Gísli Sigurbjörn Óttarsson KB banki on
URL: http://quantlib.414.s1.nabble.com/Path-generation-tp4816p4817.html

Fair enough.  This will be on my list of things to examine if/when I hit the performance wall.

  Gisli

 

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: 31. maí 2006 12:52
To: Gísli Sigurbjörn Óttarsson KB banki
Cc: quantlib-users
Subject: Re: [Quantlib-users] Path generation


On 05/31/2006 02:46:29 PM, Gísli Sigurbjörn Óttarsson KB banki wrote:
>
> The Russian Roulette feature may come in handy, but have your
> considered whether the incessant multiplication by 1.0 may carry with
> it a performance overhead?

I haven't given it much thought, but I'd be very interested in the timing results if you decided to measure the overhead.

Later,
        Luigi


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All generalizations are dangerous, even this one.
-- Alexandre Dumas