Re: [Quantlib-users] [<<EXT>>] Re: multi-threading question

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

Hello Jonathan,

Thank you for your prompt answer and clarification. We will make them running separately as per your suggestion.

Best,
Jan P.

From: Jonathan Sweemer <sw...@gm...>
Date: Tuesday, January 2, 2024 at 16:20
To: Jan Pandoscak <jan...@da...>
Cc: Efren Belizario <efr...@da...>, Martin Adamec <mar...@da...>, "qua...@li..." <qua...@li...>
Subject: [<<EXT>>] Re: [Quantlib-users] multi-threading question

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...<mailto: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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