Re: [Quantlib-users] Question about changing ql.Settings.instance().evaluationDate in class Setting asynchronuously

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

Hello Zebang,
    you can compile the library so that the evaluation date is
thread-local, see <https://www.quantlib.org/reference/config.html>.
However, there's no support for sharing objects such as curves or
instruments between threads.  Each thread will need to
recreate instruments, curves, engines etc.

Hope this helps,
    Luigi

On Mon, Jan 23, 2023 at 8:51 PM Zebang Ni via QuantLib-users <
qua...@li...> wrote:

> 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
>
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>