« Return to Thread: slow performance QLXL

slow performance QLXL

by gj!!! :: Rate this Message:

Reply to Author | View in Thread

hi all,
 
i have built a spreadsheet which uses the quantlibXL addin
 
it makes use of approx 350 objects. most of them are quote and ratehelper objects. further i have some bond and swap objects.
 
i have a market data feed which updates each 2 minutes. this triggers 3 bootstrapping routines and based on these new curves two small portfolios are recalculated. when i start the feed all goes fine and everything goes relatively fast.
 
however somehow over time the performance and the excelapp stalls. i tried using the CollectGarbageRoutine to try speeding it up but unfortunately to no avail
 
any clues/ideas from the forum-members here?
 
thanks! brgds GJ

 « Return to Thread: slow performance QLXL