Re: Speed optimization for YieldTermStructure calculations?

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Speed-optimization-for-YieldTermStructure-calculations-tp7814p7817.html

On Thu, 2009-08-06 at 08:51 -0400, [hidden email] wrote:
> I finally made a test and it looks like that you were absolutely right. The main time spent in call
> Settings::instance().evaluationDate() = tEvalDate;
>
> The quote update time looks negligible.

That's probably because when the date changes the SwapRateHelpers
recalculate the schedule of their underlying swaps and re-instantiate
them.

> So, the question changes to: am I using the right call when moving historical date?

It's the right call.  I'm afraid there's not much to do except trying to
optimize the code...

Luigi


--

Can't act. Slightly bald. Also dances.
-- RKO executive, reacting to Fred Astaire's screen test.
Cerf/Navasky, "The Experts Speak"



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