Disabled threading for product valuation.
@@ -110,7 +110,7 @@ public abstract class TermStructureCovarianceModelParametric implements TermStru
OptimizerFactoryInterface optimizerFactory = optimizerFactoryParameter != null ? optimizerFactoryParameter : new OptimizerFactoryLevenbergMarquardt(maxIterations, accuracy, numberOfThreads);
int numberOfThreadsForProductValuation = 2 * Math.min(2, Runtime.getRuntime().availableProcessors());
- final ExecutorService executor = Executors.newFixedThreadPool(numberOfThreadsForProductValuation);
+ final ExecutorService executor = null;//Executors.newFixedThreadPool(numberOfThreadsForProductValuation);
ObjectiveFunction calibrationError = new ObjectiveFunction() {
// Calculate model values for given parameters
