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

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

Hi Toyin

>However I agree with you that you can get a more accurate Theta from a 
>global change because you do not need to track every occurance of where 
>Theta has an effect, however you lose the local theta flexability.

my humble opinion is that if you're looking for "local" theta you're better 
with the original theta definition: the derivative with respect to time.
When you deal with day-theta, i.e. the effect of moving to tomorrow, to 
have a global variable is a safer approach.
Of course your mileage might vary.

Besides this was not the only reason TodaysDate disappeared. Another one 
was that to check for your yield and volatility curves having the same 
TodaysDate many many times in the library was clunky..

ciao -- Nando 


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