Re: [Quantlib-users] multi-threading question

[Jonathan S. <sw...@gm...>]

Hi Jan,

If possible, you should use multiple separate processes instead of multiple
threads within a process. QuantLib data structures are not thread-safe. See
this link for more details:

https://stackoverflow.com/questions/46934259/what-is-the-right-way-to-use-quantlib-from-multiple-threads

Regarding the build options, there is one to enable the thread-safe
observer pattern, but this is designed mainly to make callbacks safe in
garbage-collected languages, not to make the whole library thread-safe.


2024년 1월 3일 (수) 02:50, Jan Pandoscak via QuantLib-users <
qua...@li...>님이 작성:

> 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
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