Re: [Quantlib-dev] market models code

[Luigi B. <lui...@gm...>]

On Tue, 2009-11-17 at 20:09 +1100, Mark joshi wrote:
> Well all that really needs to be done is changing all the valarrays I
> changed to deques and timing the testsuite. The only slight subtlety
> is that the argument orders tend to be different for valarrays.

Ok, done.  I've run the market-model test cases.  On VC9, deque is about
1.5 % faster than vector (about 10 seconds out of 10 minutes) and
valarray is 2.5% faster than deque (another 15 sec.)  Optimizations were
as specified in release mode.
With gcc and -O2, it makes hardly any difference in timing.

So what do we do? Do we switch to deque?

Luigi


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