Re: [Quantlib-dev] multi-threaded swapvaluation.cpp

[QL <qua...@gm...>]

hi jon

thanks to rely

i'm really wanna do that.

but i can't. because i'm in situation which can not support c++11.

so...now think about pthread ...


Sent from my iPhone

> On 20 Feb 2014, at 08:54, Jon Lee <jon...@gm...> wrote:
> 
> Hi Luigi,
> Thanks for the reply. I was starting to fear that was the case. I quickly tried your suggestion and seems to still give me errors. I started using a mutex before calling QL which obviously fixes the problem.
> 
> Jonghee, you need to create a sessionId() method which returns a unique id (?). Luigi, correct me if I'm wrong but put this in my code:
> 
> this uses c++11 or boost.
> 
> #include <thread>
> 
> #ifdef QL_ENABLE_SESSIONS
> int QuantLib::sessionId(void)
> {
> 	return std::this_thread::get_id().hash();
> }
> #endif
> 
> Jon
> 
> 
>> On 19 February 2014 23:10, QL <qua...@gm...> wrote:
>> hi luigi
>> 
>> im jonghee lee
>> 
>> i was rebulid quantlib and my project.
>> 
>> quantlib building was success. however my project failed to building.
>> 
>> error message was there is no define sessionid() function.
>> 
>> may i define sessionid() ?
>> 
>> i was try define it, i faild...
>> 
>> 
>> 
>> Sent from my iPhone
>> 
>> > On 19 Feb 2014, at 23:32, Luigi Ballabio <lui...@gm...> wrote:
>> >
>> > Hello,
>> >    in its default configuration, QuantLib is not thread-safe (there's
>> > a number of global objects that you're probably writing to from
>> > different threads and that can cause race conditions). Your program
>> > might work ("might") if you make those globals thread-local; to do
>> > this with VC++, edit <ql/userconfig.hpp>, uncomment the line
>> > //#   define QL_ENABLE_SESSIONS
>> > towards the end so that the macro is defined, and recompile both
>> > QuantLib and your program.
>> >
>> > Hope this helps,
>> >    Luigi
>> >
>> >
>> >> On Wed, Feb 12, 2014 at 1:10 AM, jlee <jon...@gm...> wrote:
>> >> 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>
>> >>
>> >>
>> >>
>> >> --
>> >> View this message in context: http://quantlib.10058.n7.nabble.com/multi-threaded-swapvaluation-cpp-tp14958.html
>> >> Sent from the quantlib-dev mailing list archive at Nabble.com.
>> >>
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