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Enhance swap resolve performance #1293

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jodastephen opened this issue Aug 22, 2016 · 0 comments
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Enhance swap resolve performance #1293

jodastephen opened this issue Aug 22, 2016 · 0 comments
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jodastephen commented Aug 22, 2016

Swap performance can be enhanced through better resolving from SwapTrade to ResolvedSwapTrade.

@jodastephen jodastephen added this to the v1.1 milestone Aug 22, 2016
@jodastephen jodastephen self-assigned this Aug 22, 2016
jodastephen added a commit that referenced this issue Aug 22, 2016
Resolve swap leg using new package scoped constructor
Avoids recalculating the currency of the swap leg
Use similar package scoped constructors elsewhere in swaps
Performance gain of around 18% on `SwapPricePerformance`
Fixes #1293
cjkent pushed a commit that referenced this issue Aug 22, 2016
Resolve swap leg using new package scoped constructor
Avoids recalculating the currency of the swap leg
Use similar package scoped constructors elsewhere in swaps
Performance gain of around 18% on `SwapPricePerformance`
Fixes #1293
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