Skip to content

Split curve calibration into smaller groups #2105

@jodastephen

Description

@jodastephen

It is often possible to split a large multi-currency RatesCurveGroupDefinition into a number of smaller ones that will calibrate faster. This should be done between the two RatesCurveCalibrator.calibrate methods.

Metadata

Metadata

Assignees

No one assigned

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions