Re: Performance question

Posted by Bojan Nikolic on
URL: http://quantlib.414.s1.nabble.com/Performance-question-tp8763p8764.html


Are you sure you're not recreating the curve at every iteration? You
should be able to get 10s millions interpolations per second from
quantlib when you are correctly re-using the curve.

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk

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