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SABR swaption vol cube: use correct guess for given option and swap tenors #3406

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SABR swaption vol cube: use correct guess for given option and swap tenors

SABR swaption vol cube: use correct guess for given option and swap tenors #3406

Run time

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Job Run time
build (gcc 9.3 (Boost 1.78), gcc9, focal, gcc, g++)
3m 17s
build (gcc 11.4 (Boost 1.82), gcc11, jammy, gcc, g++)
2m 7s
build (gcc 13.x, gcc13, noble, gcc, g++, true)
20m 1s
build (gcc 14.x, gcc14, oracular, gcc, g++, true)
11m 43s
build (Clang 10 (Boost 1.78), clang10, focal, clang, clang++)
5m 57s
build (Clang 14 (Boost 1.82), clang14, jammy, clang, clang++)
6m 45s
build (Clang 18, clang18, noble, clang, clang++, true)
19m 35s
build (Clang 19, clang19, oracular, clang, clang++, true)
19m 26s
build (C++17 mode, c++17, rolling, gcc, g++, -std=c++17)
2m 56s
build (C++20 mode, c++20, rolling, gcc, g++, -std=c++20)
10m 6s
build (C++23 mode, c++23, rolling, gcc, g++, -std=c++23)
2m 20s
build (Unity build enabled, unity, rolling, gcc, g++, --enable-unity-build)
7m 44s
build (Intraday calculations enabled, intraday, rolling, gcc, g++, --enable-intraday, true)
15m 27s
build (Throwing in cycles enabled, cycles, rolling, gcc, g++, --enable-throwing-in-cycles --disab...
11m 40s
build (Indexed coupons enabled, indexed, rolling, gcc, g++, --enable-indexed-coupons, true)
11m 43s
build (Standard Library classes enabled, stdclasses, rolling, gcc, g++, --enable-std-classes, true)
11m 37s
build (Thread-safe observer enabled, threadsafe, rolling, gcc, g++, --enable-thread-safe-observer...
12m 12s
build (Sessions enabled, sessions, rolling, gcc, g++, --enable-sessions, true)
19m 19s
build (OpenMP enabled, openmp, rolling, gcc, g++, --enable-openmp, true)
11m 31s
build (Parallel unit-test runner, paralleltests, rolling, gcc, g++, --enable-parallel-unit-test-r...
15m 18s
build (Null as function template, nullfunctions, rolling, gcc, g++, --enable-null-as-functions, t...
11m 42s
3h 52m 26s