RE: [Quantlib-users] Quantlib within a multithreaded architecture.

[Ferdinando A. <qf...@am...>]

Hi Toyin

>I seem to remember that there was an explicit Today's Date parameter
>associated with the Yieldcurve object within QuantLib 0.3.7.

right

>Thus you had a local Today's Date associated with the yieldCurve. Need to 
>compute Theta? No problem, shift the date within the YieldCurve. No side 
>effects on other functions or fancy threading.
>Why did this TodaysDate parameter vanish from earlier versions of QuantLib?

one of the reason YieldCurve's TodaysDate disappeared is exactly to have a 
more robust day-theta, that is you shift TodaysDate in the Settings and 
you'll get the whole effect of day-shifting, including any possible 
contributions from those objects you didn't know you had a theta dependence 
from

As for the threading problem: Luigi's proposal sounds very very good to me.

ciao -- Nando 


-- 
No virus found in this outgoing message.
Checked by AVG Anti-Virus.
Version: 7.0.344 / Virus Database: 267.10.21/96 - Release Date: 9/10/2005