Added initial capacity for numeraires cache.
@@ -322,7 +322,7 @@ public class LIBORMarketModel extends AbstractModel implements LIBORMarketModelI
this.covarianceModel = (AbstractLIBORCovarianceModel) covarianceModelParametric.getCloneCalibrated(this, calibrationProducts, calibrationTargetValues, calibrationWeights, calibrationParameters);
}
- numeraires = new ConcurrentHashMap<>();
+ numeraires = new ConcurrentHashMap<>(liborPeriodDiscretization.getNumberOfTimes());
}
/**
