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

[Luigi B. <lui...@gm...>]

On Wed, 2009-09-30 at 16:43 +0200, Dima wrote:
> I'd look in the methods/montecarlo folder and see what you can
> potentially parallelize in the path generating process.

Last time I profiled it, the most time-expensive operation was
converting uniform variates into Gaussian variates.

Luigi

-- 

Hofstadter's Law: 
It always takes longer than you expect, even when you take 
Hofstadter's Law into account.