Re: [Quantlib-dev] Fw: [Quantlib-users] QuantLib Benchmark Project?

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

On Tue, 2006-09-05 at 11:59 -0400, Alan King wrote:
> Yes I have run the Bermudan Swap pricer on various nodes.  For a
> benchmark we should run multiple instruments through the pricing
> portion of BSwap.  Also, it would be good to run instruments with a
> representative number of cashflows. 

Alan,
	Klaus Spanderen has recently contributed a benchmark for the library.
It will be included in next release, and you'll be able to run it with
`make benchmark`. However, it's a single executable---I don't know how
one could run it on different nodes...

Luigi



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