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

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

Hello,
    you need `#define QL_ENABLE_SESSIONS`, and yes, you'll have to
recompile the C++ library. If you're using 1.29, disregard the mention of a
`sessionId` function in the documentation; that's out of date.

Luigi


On Wed, Jan 25, 2023 at 4:27 PM Zebang Ni <zeb...@da...>
wrote:

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