[Quantlib-users] C++ vs. Python: American Options Pricing in a Distributed Environment

[Mike K. <mik...@gm...>]

Hi QuantLib Community,

I’d like to share the results of an experiment comparing C++ and Python for pricing American options in a distributed environment.

Both implementations run as microservices across two hosts in a Docker Swarm, using multithreaded C++ and asynchronous Python with CPU-matched workers.

Using a fire-and-forget model, I compared both approaches under the same workload in terms of throughput and latency.
I thought the results might be interesting, so I wanted to share them with you.

https://github.com/mkipnis/ql_rest/tree/master/experimental/options

Best Regards,
Mike