Release benchmark results

Speedup = baseline minimum / release minimum. Less than 1 means slower.

Package	Workload	Baseline (μs)	Release (μs)	Speedup	Allocations (old → new)
au	duration(Modified(), 0.04, cfs30, times30)	0.131	0.134	0.98×	0 → 0
au	duration(0.04, cfs30) (periods 1:n)	0.136	0.131	1.04×	2 → 0
au	duration(0.04, Cashflows30)	0.141	0.133	1.06×	2 → 0
au	duration(Macaulay(), Periodic(0.04, 2), cfs30, times30)	0.071	0.071	1.00×	0 → 0
au	convexity(Periodic(0.04, 2), cfs30, times30)	0.071	0.072	0.99×	0 → 0
au	duration(DV01(), 0.04, cfs30, times30)	0.445	0.133	3.35×	8 → 0
au	duration(DV01(), Continuous(0.04), cfs30, times30)	0.487	0.071	6.87×	8 → 0
au	duration(curve, cfs30, times30)	0.711	0.326	2.18×	6 → 0
au	duration(DV01(), curve, cfs30, times30)	1.050	0.327	3.21×	8 → 0
au	convexity(curve, cfs30, times30)	1.121	0.327	3.43×	8 → 0
au	duration(KeyRates, curve, cfs30, times30)	0.548	0.524	1.05×	5 → 4
au	sensitivities(KeyRates, curve, cfs30, times30)	0.783	0.604	1.30×	15 → 10
au	duration(IR01(), curve, credit, cfs30, times30)	1.558	0.489	3.19×	9 → 0
au	convexity(curve, credit, cfs30, times30)	1.267	0.490	2.59×	11 → 0
au	sensitivities(KeyRates, curve, credit, cfs30, times30)	1.292	0.735	1.76×	22 → 10
au	duration(callback, curve)	0.651	0.356	1.83×	5 → 0
au	convexity(callback, curve)	1.300	0.830	1.57×	10 → 0
au	duration(callback, DV01(), curve)	1.296	0.347	3.74×	10 → 0
au	duration(callback, IR01(), curve, credit)	4.679	1.050	4.46×	41 → 0
au	sensitivities(callback, KeyRates, curve)	5.562	4.565	1.22×	47 → 29
au	duration(Effective(), bond, curve)	17.667	0.323	54.78×	91 → 0
au	duration(Effective(), floater, curve)	38.208	0.930	41.08×	119 → 0
au	duration(Spread(), floater, curve)	38.250	0.792	48.32×	119 → 0
au	convexity(Effective(), floater, curve)	2.403	1.950	1.23×	8 → 0
au	sensitivities(KeyRates, bond, curve)	17.875	1.792	9.98×	90 → 28
au	sensitivities(KeyRates, floater, curve, credit)	38.917	3.417	11.39×	118 → 28
au	Hull-White key rates, 100 paths, 10y cashflows	1098.917	1346.208	0.82×	2800 → 1870
au	irr(31 amounts)	0.493	0.493	1.00×	0 → 0
au	wasserstein(1000 Float64, 1000 Float64)	15.500	15.375	1.01×	24 → 24
au	wasserstein(1000 Int, 1000 Int; p = 2)	2.990	3.703	0.81×	8 → 8
fc	pv(0.05, amounts30) (periods 1:n)	0.069	0.069	1.00×	0 → 0
fc	pv(0.05, amounts30, times30)	0.245	0.077	3.18×	4 → 0
fc	pv(Continuous(0.05), amounts30, times30)	0.243	0.077	3.16×	4 → 0
fc	pv(Continuous(0.05), Cashflows30)	0.070	0.070	1.00×	0 → 0
fc	pv(Continuous(0.05), Cashflows30, times30)	0.245	0.075	3.26×	4 → 0
fc	pv(Continuous(0.05), Cashflow)	0.003	0.003	1.00×	0 → 0
fc	discount(Periodic(0.05, 2), 3, 7.5)	0.003	0.003	1.00×	0 → 0
fc	accumulation(Continuous(0.05), 3, 7.5)	0.003	0.003	1.00×	0 → 0
fc	convert(Continuous(), Periodic(0.05, 2))	0.002	0.002	1.00×	0 → 0
fc	Cashflow + Cashflow (same time)	0.002	0.002	1.00×	0 → 0
fc	irr(31 amounts)	0.493	0.493	1.00×	0 → 0
fm	discount(Linear, 7.3)	0.009	0.010	0.94×	0 → 0
fm	discount(Cubic, 7.3)	0.012	0.012	0.99×	0 → 0
fm	discount(MonotoneConvex, 7.3)	0.012	0.012	0.98×	0 → 0
fm	discount(NelsonSiegel, 7.3)	0.007	0.007	0.98×	0 → 0
fm	zero(Linear, 7.3)	0.008	0.004	1.85×	0 → 0
fm	forward(Linear, 2, 3)	0.014	0.015	0.94×	0 → 0
fm	discount(Vasicek, 10)	0.007	0.009	0.75×	0 → 0
fm	discount(CIR zero volatility, 10)	0.006	0.019	0.33×	0 → 0
fm	discount(CIR, 10)	0.021	0.024	0.85×	0 → 0
fm	discount(HullWhite, 7.3)	0.009	0.010	0.94×	0 → 0
fm	discount(HullWhite, 2, 3, r)	0.052	0.030	1.74×	0 → 0
fm	pv(Linear, 15y semiannual bond)	0.403	0.412	0.98×	0 → 0
fm	pv(MonotoneConvex, 15y bond)	0.499	0.452	1.10×	0 → 0
fm	pv(Linear, 30 amounts, times)	0.300	0.410	0.73×	2 → 0
fm	pv floater on its index	0.874	0.758	1.15×	5 → 0
fm	pv 10y swap on its index	3.203	1.967	1.63×	5 → 0
fm	pv portfolio [bond, floater, swap]	7.052	3.375	2.09×	46 → 14
fm	pv Composite(bond, floater)	1.850	1.192	1.55×	5 → 0
fm	pv Forward(2, floater)	0.803	1.113	0.72×	5 → 0
fm	pv FX.Converted(bond)	0.354	0.364	0.97×	0 → 0
fm	pv FX.Forward	0.011	0.009	1.21×	0 → 0
fm	pv BSM call	0.018	0.018	1.00×	0 → 0
fm	pv Vasicek swaption	3.062	0.848	3.61×	2 → 3
fm	pv HullWhite cap (3y quarterly)	0.558	0.531	1.05×	0 → 0
fm	collect(15y bond)	0.165	0.189	0.87×	5 → 8
fm	fit NelsonSiegel to 6 ZCB yields (LBFGS)	775.125	634.167	1.22×	25429 → 18560
fm	fit BSM implied vol (Fminbox LBFGS)	24.250	23.667	1.02×	771 → 744
fm	fit Linear, 12 CMT quotes (Newton)	806.125	405.125	1.99×	794 → 678
fm	fit MonotoneConvex, 12 CMT quotes	2801.208	1284.167	2.18×	2524 → 1989
fm	refit Linear, unchanged quotes	800.833	405.333	1.98×	794 → 676
fm	refit Linear, 1bp	641.125	406.041	1.58×	690 → 676
fm	bootstrap Linear, 12 CMT quotes	50.917	41.000	1.24×	996 → 1063
fm	pv_mc Vasicek 10y ZCB, 200 scenarios	139.584	142.333	0.98×	1214 → 1614
mt	survival(Gompertz, 40, 60)	0.165	0.012	14.10×	17 → 0
mt	survival(Beard, 40, 50) (numerical cumhazard)	10.750	0.556	19.32×	1295 → 6
mt	life_expectancy(Gompertz, 40)	72.625	5.090	14.27×	7719 → 6
mt	life_expectancy(Makeham, 65)	27.041	1.867	14.49×	2957 → 5
mt	life_expectancy(Weibull, 40)	33.417	2.551	13.10×	3726 → 6
mt	life_expectancy(Kannisto, 80)	47.000	5.479	8.58×	5135 → 6
mt	survival(1980 CSO ult, 40, 60)	0.003	0.003	1.00×	0 → 0
mt	survival(1980 CSO ult, 40.5, 60.25, Uniform)	0.003	0.009	0.34×	0 → 0
mt	life_expectancy(1980 CSO ult, 40)	0.560	0.021	26.10×	0 → 0
mt	decrement(1980 CSO ult, 40, 60)	0.003	0.003	1.00×	0 → 0
mt	load table 1980 CSO (XTbML)	3.781	3.713	1.02×	73 → 72
mt	parse uncached XTbML ultimate	144.125	60.541	2.38×	3252 → 2758
mt	parse uncached XTbML select and ultimate	26905.583	1242.250	21.66×	78720 → 65924