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Does the design of Quantlib cause performance issues for ORE?

The only element in QuantLib 1.8 that caused us some headache is the observer pattern. This works fine for day-one pricing, sensitivity calculation and stress testing, but causes performance issues when one updates thousands of market points repeatedly under thousands of Monte Carlo scenarios. We found several ways around it, two of which are implemented in ORE.  Search for key word ‘observationModel’ in the user guide. We would be interested in a forum discussion about these solutions.