Package index: Euribor and Euribor365 class with months and weeks slight optimisation for performance
Affects | Status | Importance | Assigned to | Milestone | |
---|---|---|---|---|---|
JQuantLib |
New
|
Low
|
Richard Gomes |
Bug Description
All the Euribor and Euribor365 class with months and weeks should be refactored to use final objects as Periods and not create a new one for every client.
BEFORE:
public class Euribor10M extends Euribor {
public Euribor10M() {
this(new Handle<
}
public Euribor10M(final Handle<
super(new Period(10, TimeUnit.Months), h);
}
AFTER:
public class Euribor10M extends Euribor {
public static final Period TENOR = new Period(10, TimeUnit.Months);
public Euribor10M() { this(new Handle<
public Euribor10M(final Handle<
}
Optimise also the sub package index.ibor