[Quantlib-dev] multi-threaded swapvaluation.cpp

[jlee <jon...@gm...>]

Hi,
I am trying to calculate fair swap rate and using swapvaluation.cpp from the
Examples. If I call the fairRate() method several times in a loop it works
fine. But when I call it using threads I get random errors. I don't think
it's actually the fairRate() method but part of the creation of the Swap
object.

I have attached an example from my bigger program but it reproduces the
error. It's in MSVC++ 2013 and when you start the program, it prompts you
for the number of threads to use. Usually if you use 10 you'll get the
error, definitely if you use 20 threads. If you use only 1 thread, it loops
several times and no errors occur.

Hope this helps as it took awhile to isolate but I've reached the limit of
my technical skills in debugging it. If you need any more information let me
know.

ql_test.rar <http://quantlib.10058.n7.nabble.com/file/n14958/ql_test.rar>  



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