![]() ![]() The time taken is starting to look like a major issue. I need to re-run this analysis every time I add a country (to compute inter-country spreads), and I have 19 countries to go, with many more credit yield curves to come in the future. ![]() This is highly compute intensive, it takes 3200 seconds per country on a standard lapply, and if I use foreach and %dopar% (with doSNOW) on my 2009 i7 mac, using all 4 cores (8 with hyperthreading) I get this down to 850 seconds. I am running the termstrc yield curve analysis package in R across 10 years of daily bond price data for 5 different countries.
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