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

[shoja <sh...@eb...>]

Hi Dima,

Thanks for the reply.
Maybe both :) can you point me to the random number generation in the  
source tree please.


On 29 Sep 2009, at 08:19, Dima wrote:

> 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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