Re: Speed optimization for YieldTermStructure calculations?

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Speed-optimization-for-YieldTermStructure-calculations-tp7814p7819.html

On Fri, 2009-08-07 at 07:05 -0300, Piter Dias wrote:

> > > 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.

The if statement is already there.  The problem is that the date does
change (Sergei's doing historical analysis) and all swap helpers
recalculate their dates.

Luigi



--

There is no likelihood man can ever tap the power of the atom.
-- Robert Millikan, Nobel Prize in Physics, 1923



------------------------------------------------------------------------------
Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
trial. Simplify your report design, integration and deployment - and focus on
what you do best, core application coding. Discover what's new with
Crystal Reports now.  http://p.sf.net/sfu/bobj-july
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users