Re: Speed optimization for YieldTermStructure calculations?

Posted by Piter Dias-5 on
URL: http://quantlib.414.s1.nabble.com/Speed-optimization-for-YieldTermStructure-calculations-tp7814p7818.html

Luigi/Sergey

> Settings::instance().evaluationDate() = tEvalDate;

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

How about including a if statement? The line of code would run just if tEvalDate is not equal to current evaluation date.

Does it make sense or I am missing some behaviour of QuantLib (and QuantLibXL)?

Regards,

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