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From: Zebang Ni <zeb...@da...> - 2023-01-23 19:48:46
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Hi, Does anyone experience using ql.Settings.instance().evaluationDate asynchronously? I tried the calculation option Greek theta by changing a small increment on time variable, which is ql.Settings.instance().evaluationDate here on ql.DividendVanillaOption. It is easy when we do everything one by one. But we are experiencing a large amount of calculation which requires us to run the calculation asynchronously. So I need to change ql.Settings.instance().evaluationDate for each calculation. Is there a way I can overwrite this setting parameters for each option object? Thanks, Zebang |