Posted by
Piter Dias-4 on
URL: http://quantlib.414.s1.nabble.com/Why-does-DayCounter-Business252-blow-up-the-pricing-time-tp852p858.html
On Tue, 2 Feb 2010 18:02:51 +0000,
[hidden email] wrote:
> Why does it have to be so inefficient? If the time period is greater
than
> even a few days, it would be more efficient to count the number of
holidays
> between the days (and total up the number of weekends) and remove the
total
> from the number of days...
It could be improved for weekends but the way holidays are stored (inside
isBusinessDay calendar method) it is not possible to get them without
checking each date in the interval.
The way holidays are stored must change (somehow) or Calendar classes use
some kind of prepared data (a base date + X calendar days = Y business
days) in order improve performance. I already used the last one in a data
base and performance improvement was huge.
Regards,
-------------------------
Piter Dias
[hidden email]
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