[Quantlib-users] multi-threading question

[Jan P. <jan...@da...>]

Hello QL community,

I would like to ask. We are planning a task of manipulating the date for stock option calculations. The intention is to be able to make the process parallel in multiple threads. I have some experience with QL compilation, but I do not have any deep knowledge of it. I’m sysadmin with no trading and a limited Python experience (which we use for calculations).

I have seen there are command line options to modify the thread-safety configuration prior the compilation. Can someone advice whether we need to modify the configuration to be able to multithread the tasks or if the default compilation setting would do it just right?


Kind regards,

Jan Pandoscak
System Administrator
DataDock Solutions