I am looking to expand the market coverage of our application from G3 to G10 and have reached the point where calls to
RatesCurveCalibrator#calibrate are now taking between 6-9 seconds to complete. That’s with 32 curves covering 6 currencies with 4 more to go.
Do you have any suggestions on how to improve this performance, and whether this is typical? For example is it common to fit currencies independent of each other and then combine into a consolidated