|
From: Jonathan S. <sw...@gm...> - 2024-01-02 21:20:50
|
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 > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users > |