Hi Pierre,
sorry---I seem to have lost track of your email.
On Thu, 2008-04-24 at 23:24 +0200, Pierre Mauchamp wrote:
> I haven't looked in details yet, but I think it concerns implied
> volatility on analytics formulas and americans with FD engines.
Hmm. implied volatility was refactored when equity options were, so it
might have lost performance somewhere. Did you try running a profiler?
> Is the QL lib compiled in debug mode when the compilation is made
> with the ./configure without any specific options ?
Yes and no. With gcc, debug information and optimization are somewhat
independent. When no options are provided, gcc uses '-g -O2' which adds
debug info to the binaries but at the same time enables most
optimizations.
> Do I need to use specific option to improve the performances ?
You can try
./configure CXXFLAGS='-O3'
to optimize a bit more.
Luigi
--
Discontent is the first necessity of progress.
-- Thomas A. Edison
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