Re: [Quantlib-dev] [Quantlib-users] QuantLibXL, Office 2007, dual core machines...

[eric e. <eri...@gm...>]

Hi Toyin,

On 7/25/07, Toyin Akin <toy...@ho...> wrote:
> Hi,
>
> I've been reading up on some of QuantLibXL docs and came across a potential
> issue with the way QuantLib is designed when run on Excel 2007 with
> dual/quad core machines.

When an XLL registers a function with Excel, the XLL may pass an
additional new parameter recognized by Excel 2007 to indicate that the
function is thread safe.  Excel 2007 invokes an XLL's functions in
parallel only if they have been registered as thread safe.

In other words, we can take our existing code as-is and run it under
Excel 2007 and it should behave exactly as it did under earlier
versions of Excel, with all calculations running in a single thread.

Of course longer term we would like to take advantage of
multithreading, and as you mention we would need to take account of
QuantLib's processing of the evaluation date.  One simple approach
would be to implement a startup routine which explicilty sets the
evaluation date in each thread to be used by the XLL.

Regards,
Eric