[refactor] faster-backend - Githubissues

hsloot / cvalr

Credit derivative valuation in R

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[refactor] faster-backend #42

Closed hsloot closed 3 years ago

hsloot commented 3 years ago

Related issues

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Checklist

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

Only for new or refactored algorithms:

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

Optional, but recommended:

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

Description

Proposed changes:

Refactor backend using different, linear representations