[metadata]
date = "2026-10-09"
python = "3.12.12"
quantlib = "1.43"
hardware = "Apple M4 Max"
os = "macOS-27.0.1-arm64-arm-64bit"
method = "Minimum of seven timeit repeats; autorange chooses at least 0.2 s per repeat; warmed calls; ns/call."
krd_shift = 1e-05
krd_setup = "Dates, quote handles, base prices and initial engines are prepared before timing; 30 annual continuous-zero spread pillars, flat endpoint spreads; 5y and 30y semiannual bonds."

[values]
term_price = 103.67817922167018
ytm = 0.031728264885352186
ytm_duration = 4.590241219120004
term_krd = [0.0422540569390159, 0.07295015302435073, 0.1059789277931673, 0.13663518545728, 4.229505229071985, 0.0, 0.0, 0.0, 0.0, 0.0]
term_krd_reuse = [0.0422540569390159, 0.07295015302435073, 0.1059789277931673, 0.13663518545728, 4.229505229071985, 0.0, 0.0, 0.0, 0.0, 0.0]
flat_price = 104.50412365767623
flat_duration = 4.592215959206014
flat_convexity = 22.228284058748304
periodic_convexity = 25.25859568990508
krd_5y_rebuild = [0.04172083432655744, 0.07196283562661732, 0.1048196116545707, 0.13567140157408208, 4.238041277805133, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
krd_5y_reuse = [0.04172083432655744, 0.07196283562661732, 0.1048196116545707, 0.13567140158088128, 4.238041277811932, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
flat_price_5y = 104.50412365767623
flat_duration_5y = 4.592215959206014
krd_30y_rebuild = [0.03658053064868122, 0.06309650218999863, 0.09190508959386086, 0.11895571945740802, 0.14432713945536654, 0.16809497805731308, 0.190331860180307, 0.21110751860887494, 0.23048890155195892, 0.24854027629509776, 0.2653233292339927, 0.2808972622298423, 0.2953188856500968, 0.30864270796347937, 0.3209210222350401, 0.3322039894020124, 0.3425397186881618, 0.35197434501355035, 0.3605521037037525, 0.36831540245679223, 0.37530489074664536, 0.38155952669907633, 0.3871166415769228, 0.3920120018867519, 0.39627986929169234, 0.399953058282753, 0.40306299182323857, 0.4056397549483794, 0.4077121463619053, 10.54021398804248]
krd_30y_reuse = [0.03658053064868122, 0.06309650218999863, 0.09190508959386086, 0.1189557194633695, 0.14432713945536654, 0.16809497805731308, 0.190331860180307, 0.21110751860887494, 0.23048890155195892, 0.24854027629509776, 0.2653233292339927, 0.2808972622298423, 0.2953188856500968, 0.30864270796347937, 0.3209210222350401, 0.3322039894020124, 0.3425397186881618, 0.35197434501355035, 0.3605521037037525, 0.36831540245679223, 0.37530489074664536, 0.38155952669907633, 0.3871166415769228, 0.3920120018867519, 0.39627986929169234, 0.399953058282753, 0.40306299182323857, 0.4056397549483794, 0.4077121463619053, 10.54021398804248]
flat_price_30y = 119.18906457200795
flat_duration_30y = 18.818971962356684

[nanoseconds]
price_cached = 162.3496249958407
price_recomputed = 1042.895414866507
duration = 920.9874159423634
convexity = 924.4692500215024
krd_5y_rebuild = 906085.8339071274
krd_5y_reuse = 194415.3750082478
krd_30y_rebuild = 1118136.8748657405
krd_30y_reuse = 570668.3319294825