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Add performance tests to the CI/CD pipeline
We'd like to see if a new PR / feature that is added results in a performance degradation compared to the current main branch.
For that we'd pick the libor swaption example in this repository and one example with QuantLib-Risks to start with, compile from main branch as well as the PR branch, and report the median performance different recorded over multiple executions. This report should be added as a comment to the PR.
Thanks for opening your first issue here. We'll look into it and get back in due time.