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

[Zebang Ni <zeb...@da...>]

Thank you Josep and Luigi! These are all very helpful.

I have a follow-up question though. I am using the QuantLib python library
now. If I want to compile the library, can I do that directly through the
python library or I have to compile C++ library?

Also, @Luigi, I only found #define QL_HIGH_RESOLUTION_DATE but no
evaluation date. Do we have any more detailed documentation that tells us
how to compile that specific configuration?

Best regards,

Zebang





On Tue, Jan 24, 2023 at 6:32 AM Luigi Ballabio <lui...@gm...>
wrote:

> 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
>>
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>