[Quantlib-users] Parallel Computing

[Breig, D. C. (I. GmbH) <CHRISTOPH.BREIG@INVESTMENTDATASERVICES.COM>]

Hi,

during the last days I was trying parallel computing using quantlib and boost::threads. I tried to price a large amount of bonds similar to the one-bond example bonds.cpp. One thread calculated one bond. For testing purposes I ran two threads at the same time on a two core machine. Unfortunately the two thread method did not work (the one thread method and a almost fully mutexed method worked fine). Does anybody have experience with parallel computing using QuantLib? Possibly it does not work through global parameters like settlement date?

Cheers!
Chris