Hello Luigi,
I haven't looked in details yet, but I think it concerns implied
volatility on analytics formulas and americans with FD engines.
Is the QL lib compiled in debug mode when the compilation is made
with the ./configure without any specific options ?
Do I need to use specific option to improve the performances ?
On VCC the release mode is much more efficient than the debug
one. Is it the same thing with linux gcc ?
Regards,
Pierre
LB> Hi Pierre,
LB> is the drop related to any particular class, or it's just a general
LB> effect?
LB> Luigi
--
Best regards,
Pierre mailto:
pierre.mauchamp@...
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