slow performance QLXL
Posted by gj!!! on
URL: http://quantlib.414.s1.nabble.com/slow-performance-QLXL-tp7584.html
hi all,
i have built a spreadsheet which uses the quantlibXL addin
it makes use of approx 350 objects. most of them are quote and ratehelper objects. further i have some bond and swap objects.
i have a market data feed which updates each 2 minutes. this triggers 3 bootstrapping routines and based on these new curves two small portfolios are recalculated. when i start the feed all goes fine and everything goes relatively fast.
however somehow over time the performance and the excelapp stalls. i tried using the CollectGarbageRoutine to try speeding it up but unfortunately to no avail
any clues/ideas from the forum-members here?
thanks! brgds GJ