Re: [Quantlib-dev] parallel programming open-MP

[Dima <dim...@go...>]

Welcome,

as an application, I'd rather suggest to add an Open-MP version of
random number generation for Monte Carlo. Matrix operations are
in  my opinion not the application be parallelized in the first step as
they are usually not the key bottleneck in quant finance applications.
Thoughts?



2009/9/29 <sh...@eb...>

> Hi,
>
> I am new to quantLib and would like to start working on adding an Open-
> MP version of matrix operations to this opensource project.
>
> thoughts?
>
> Thanks
>
>
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