I wonder if these types of optimization/simplification could happen at a lower level, e.g. by preprocessing the SABR file and exploiting symmetries found there.

I wonder if these types of optimization/simplification could happen at a lower level, e.g. by preprocessing the SABR file and exploiting symmetries found there. And yes, I'm aware that this might be as hard as an optimizing compiler, or even an instance of the SufficientlySmartCompiler [1]. But maybe this instance is simpler, maybe it belongs more to the lines of combining code duplicates, or simplifying algebraic expressions? [1] http://wiki.c2.com/?SufficientlySmartCompiler http://wiki.c2.com/?SufficientlySmartCompiler