InterestRates

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Results with Julia v1.2.0

Testing was successful. Last evaluation was ago and took 31 seconds.

Click here to download the log file.

 Resolving package versions...
 Installed InterestRates ─ v0.3.4
 Installed BusinessDays ── v0.9.6
  Updating `~/.julia/environments/v1.2/Project.toml`
  [09453d48] + InterestRates v0.3.4
  Updating `~/.julia/environments/v1.2/Manifest.toml`
  [4f18b42c] + BusinessDays v0.9.6
  [09453d48] + InterestRates v0.3.4
  [ade2ca70] + Dates 
  [de0858da] + Printf 
  [4ec0a83e] + Unicode 
   Testing InterestRates
 Resolving package versions...
    Status `/tmp/jl_zN9G9B/Manifest.toml`
  [4f18b42c] BusinessDays v0.9.6
  [09453d48] InterestRates v0.3.4
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [ade2ca70] Dates  [`@stdlib/Dates`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [8dfed614] Test  [`@stdlib/Test`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
Running perftests...
InterestRates.Linear()
  0.005172 seconds (100 allocations: 1.160 MiB)
  0.061484 seconds (699.10 k allocations: 12.984 MiB, 7.21% gc time)
  0.076961 seconds (699.10 k allocations: 12.984 MiB, 3.31% gc time)
InterestRates.FlatForward()
  0.124649 seconds (1.35 M allocations: 21.759 MiB, 2.10% gc time)
  0.171674 seconds (2.05 M allocations: 33.583 MiB, 1.36% gc time)
  0.169924 seconds (2.05 M allocations: 33.583 MiB, 1.89% gc time)
InterestRates.NelsonSiegel()
  0.021210 seconds (450.10 k allocations: 8.026 MiB)
  0.074525 seconds (1.15 M allocations: 19.850 MiB, 3.10% gc time)
  0.071042 seconds (1.15 M allocations: 19.850 MiB, 2.96% gc time)
InterestRates.Svensson()
  0.023580 seconds (450.10 k allocations: 8.026 MiB)
  0.083853 seconds (1.15 M allocations: 19.850 MiB, 2.85% gc time)
  0.074998 seconds (1.15 M allocations: 19.850 MiB, 2.93% gc time)
InterestRates.CubicSplineOnRates()
  0.020098 seconds (249.00 k allocations: 4.958 MiB, 21.73% gc time)
  0.066577 seconds (948.00 k allocations: 16.782 MiB)
  0.065397 seconds (948.00 k allocations: 16.782 MiB, 3.24% gc time)
InterestRates.CubicSplineOnDiscountFactors()
  0.034330 seconds (450.30 k allocations: 10.345 MiB, 6.92% gc time)
  0.086008 seconds (1.15 M allocations: 22.169 MiB, 2.56% gc time)
  0.084374 seconds (1.15 M allocations: 22.169 MiB, 2.41% gc time)
InterestRates.StepFunction()
  0.003448 seconds (100 allocations: 1.160 MiB)
  0.054596 seconds (699.10 k allocations: 12.984 MiB)
  0.055630 seconds (699.10 k allocations: 12.984 MiB, 4.38% gc time)
Perftests end
   Testing InterestRates tests passed 

Results with Julia v1.3.0

Testing was successful. Last evaluation was ago and took 33 seconds.

Click here to download the log file.

 Resolving package versions...
 Installed InterestRates ─ v0.3.4
 Installed BusinessDays ── v0.9.6
  Updating `~/.julia/environments/v1.3/Project.toml`
  [09453d48] + InterestRates v0.3.4
  Updating `~/.julia/environments/v1.3/Manifest.toml`
  [4f18b42c] + BusinessDays v0.9.6
  [09453d48] + InterestRates v0.3.4
  [ade2ca70] + Dates 
  [de0858da] + Printf 
  [4ec0a83e] + Unicode 
   Testing InterestRates
 Resolving package versions...
    Status `/tmp/jl_PL9BrG/Manifest.toml`
  [4f18b42c] BusinessDays v0.9.6
  [09453d48] InterestRates v0.3.4
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [ade2ca70] Dates  [`@stdlib/Dates`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [8dfed614] Test  [`@stdlib/Test`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
Running perftests...
InterestRates.Linear()
  0.006553 seconds (100 allocations: 1.160 MiB)
  0.066684 seconds (699.10 k allocations: 12.984 MiB)
  0.123735 seconds (699.10 k allocations: 12.984 MiB, 5.43% gc time)
InterestRates.FlatForward()
  0.169932 seconds (1.35 M allocations: 21.759 MiB)
  0.200413 seconds (2.05 M allocations: 33.583 MiB, 2.53% gc time)
  0.244372 seconds (2.05 M allocations: 33.583 MiB, 1.91% gc time)
InterestRates.NelsonSiegel()
  0.023840 seconds (450.10 k allocations: 8.026 MiB)
  0.092760 seconds (1.15 M allocations: 19.850 MiB)
  0.079785 seconds (1.15 M allocations: 19.850 MiB, 3.90% gc time)
InterestRates.Svensson()
  0.027514 seconds (450.10 k allocations: 8.026 MiB)
  0.088617 seconds (1.15 M allocations: 19.850 MiB)
  0.081466 seconds (1.15 M allocations: 19.850 MiB, 4.17% gc time)
InterestRates.CubicSplineOnRates()
  0.015557 seconds (249.00 k allocations: 4.958 MiB)
  0.096781 seconds (948.00 k allocations: 16.782 MiB)
  0.070378 seconds (948.00 k allocations: 16.782 MiB, 4.22% gc time)
InterestRates.CubicSplineOnDiscountFactors()
  0.040938 seconds (450.30 k allocations: 10.345 MiB)
  0.144275 seconds (1.15 M allocations: 22.169 MiB, 2.41% gc time)
  0.092352 seconds (1.15 M allocations: 22.169 MiB)
InterestRates.StepFunction()
  0.004273 seconds (100 allocations: 1.160 MiB)
  0.063018 seconds (699.10 k allocations: 12.984 MiB)
  0.064705 seconds (699.10 k allocations: 12.984 MiB, 5.08% gc time)
Perftests end
   Testing InterestRates tests passed 

Results with Julia v1.3.1-pre-7704df0a5a

Testing was successful. Last evaluation was ago and took 35 seconds.

Click here to download the log file.

 Resolving package versions...
 Installed InterestRates ─ v0.3.4
 Installed BusinessDays ── v0.9.6
  Updating `~/.julia/environments/v1.3/Project.toml`
  [09453d48] + InterestRates v0.3.4
  Updating `~/.julia/environments/v1.3/Manifest.toml`
  [4f18b42c] + BusinessDays v0.9.6
  [09453d48] + InterestRates v0.3.4
  [ade2ca70] + Dates 
  [de0858da] + Printf 
  [4ec0a83e] + Unicode 
   Testing InterestRates
 Resolving package versions...
    Status `/tmp/jl_8pQI5m/Manifest.toml`
  [4f18b42c] BusinessDays v0.9.6
  [09453d48] InterestRates v0.3.4
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [ade2ca70] Dates  [`@stdlib/Dates`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [8dfed614] Test  [`@stdlib/Test`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
Running perftests...
InterestRates.Linear()
  0.006143 seconds (100 allocations: 1.160 MiB)
  0.067182 seconds (699.10 k allocations: 12.984 MiB)
  0.071172 seconds (699.10 k allocations: 12.984 MiB, 10.09% gc time)
InterestRates.FlatForward()
  0.126663 seconds (1.35 M allocations: 21.759 MiB)
  0.218726 seconds (2.05 M allocations: 33.583 MiB, 1.89% gc time)
  0.210965 seconds (2.05 M allocations: 33.583 MiB, 1.62% gc time)
InterestRates.NelsonSiegel()
  0.030621 seconds (450.10 k allocations: 8.026 MiB)
  0.090510 seconds (1.15 M allocations: 19.850 MiB)
  0.172344 seconds (1.15 M allocations: 19.850 MiB, 1.76% gc time)
InterestRates.Svensson()
  0.040459 seconds (450.10 k allocations: 8.026 MiB)
  0.153528 seconds (1.15 M allocations: 19.850 MiB)
  0.116330 seconds (1.15 M allocations: 19.850 MiB, 2.90% gc time)
InterestRates.CubicSplineOnRates()
  0.017472 seconds (249.00 k allocations: 4.958 MiB)
  0.084122 seconds (948.00 k allocations: 16.782 MiB)
  0.093083 seconds (948.00 k allocations: 16.782 MiB, 13.91% gc time)
InterestRates.CubicSplineOnDiscountFactors()
  0.039579 seconds (450.30 k allocations: 10.345 MiB)
  0.108651 seconds (1.15 M allocations: 22.169 MiB, 3.23% gc time)
  0.096100 seconds (1.15 M allocations: 22.169 MiB)
InterestRates.StepFunction()
  0.003800 seconds (100 allocations: 1.160 MiB)
  0.091893 seconds (699.10 k allocations: 12.984 MiB)
  0.140213 seconds (699.10 k allocations: 12.984 MiB, 28.17% gc time)
Perftests end
   Testing InterestRates tests passed