[bench] add benchmarks for `expected_*_equation` methods - Githubissues

hsloot / cvalr

Credit derivative valuation in R

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[bench] add benchmarks for `expected_*_equation` methods #36

Closed hsloot closed 3 years ago

hsloot commented 3 years ago

Related issues

Closes #29

Checklist

[x] R CMD CHECK successful
[ ] tests included
[ ] documentation included or updated
[x] commit messages follow commit guidelines

Only for new or refactored algorithms:

[ ] benchmarks (and comparison with the previous version) included

Optional, but recommended:

[x] code passes lintr::lint_package() without errors

Description

Provide benchmarks for expect_*_equation methods for the default case and the Monte-Carlo case.