Re: [Quantlib-users] Generating a Long Dated Overnight Schedule is Slow

[Ali H. <al...@ha...>]

Actually it seems the schedule function only runs on one thread. If I
manually split the schedule into N sub-periods and then combine the
sub-schedules, the calculation time gets divided by the number of sub-
periods (up until some point where further improvements are minimal).

On Mon, 2022-07-25 at 20:26 -0400, Ali Hassani wrote:
> Hi,
> 
> Generating an overnight schedule for a long period of time (50 years
> for example) seems to take a very long time (over 10 seconds for me).
> Is there a faster way to do this? I simplified the calender and
> business day convention in the example below.
> 
> ql.Schedule(ql.Date(25,7,2022), ql.Date(25,7,2072), ql.Period('1D'),
> ql.NullCalendar(), ql.Unadjusted,ql.Unadjusted,
> ql.DateGeneration.Backward, False)
> 
> Best,
> Ali
> 
> 
> 
> 
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