Re: Path generation

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Path-generation-tp4816p4819.html

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