# Want more speed in swap pricing?

**URL:** https://quantlab.discourse.group/t/want-more-speed-in-swap-pricing/109
**Category:** Qlang Financial Libraries
**Created:** [June 5, 2025, 3:51pm UTC](https://quantlab.discourse.group/t/want-more-speed-in-swap-pricing/109 "2025-06-05T15:51:02Z")
**Posts on this page:** 1
**Page:** 1

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### Author: ![QuantBob](https://yyz1.discourse-cdn.com/flex003/user_avatar/quantlab.discourse.group/quantbob/32/9_2.png) [@QuantBob](https://quantlab.discourse.group/u/QuantBob)
#### Post date: [June 5, 2025, 3:51pm UTC](https://quantlab.discourse.group/t/want-more-speed-in-swap-pricing/109/1 "2025-06-05T15:51:02Z")

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In order to test how fast a naive round-trip calculation is using Quantlab realtime state engine, Qlang compiled code and our swap pricing libraries are. Here’s an example with live date for EUR 6M fix/float libor swaps. (link below to blog post)

> **[Quantlab](https://www.quantlab.net/news-and-events/real-time-swap-pricing-in-1-5-ms)**