lballabio/quantlib — pull request #83 by pcaspers (2014-03-03 13:27:40+00:00)
Title: Optimize OIS Curve Bootstrapping

OIS curves typically require much more time to boostrap than other interest rate curves. This ad hoc fix allows for faster computation, e.g. in case of an Eonia curve out to 50y by a factor of more than 100.