Re: Performance question
Posted by
Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/Performance-question-tp8763p8765.html
Hi Christopher and all
On Mon, Aug 1, 2011 at 9:19 AM, Bojan Nikolic <
[hidden email]> wrote:
> 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.
just to stress that I agree 200% with Bojan. If you experience such a
slowness you're probably uselessly recreating the interpolation
objects.
Please let us know if this is the case.
ciao -- Nando
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