Building simulation network

[Sergei Chedrin]

I'm a new QuantLib user and need some clarification.
Both question are regarding building simulation network based on Observable/Observer paradigm.

1. In simulation application Observer::update() should be called when all (!) it's Observables have been re-calculated.
Usually there are more than 1 underlying element which should be calculated before derivative calculation.
Should developer implement synchronization in Observer::update() himself or can be used some QuantLib pattern?

2. This questions is regarding implementation of simulation systems with a lot of simulation elements.

Observable::notifyObservers() (looping all Observers) calls their Observer::update()
which calls (being Observable itself) Observable::notifyObservers() ...

Finally, this huge chain of calls comes from function Observer::update() of the first object initiated it.
This can be a cause of "StackOverflow" problem.

Thanks

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[Luigi Ballabio]

Hi Sergei,
        I've seen that you asked the same question on the WIlmott forums at <http://www.wilmott.com/messageview.cfm?catid=10&threadid=84796 
 >, so I'm answering there (which allows me to answer to Cuchulainn as  
well...)

Luigi


On Jun 11, 2011, at 1:14 AM, Sergei Chedrin wrote:

> I'm a new QuantLib user and need some clarification.
> Both question are regarding building simulation network based on  
> Observable/Observer paradigm.
>
> 1. In simulation application Observer::update() should be called  
> when all (!) it's Observables have been re-calculated.
> Usually there are more than 1 underlying element which should be  
> calculated before derivative calculation.
> Should developer implement synchronization in Observer::update()  
> himself or can be used some QuantLib pattern?
>
> 2. This questions is regarding implementation of simulation systems  
> with a lot of simulation elements.
>
> Observable::notifyObservers() (looping all Observers) calls their  
> Observer::update()
> which calls (being Observable itself)  
> Observable::notifyObservers() ...
>
> Finally, this huge chain of calls comes from function  
> Observer::update() of the first object initiated it.
> This can be a cause of "StackOverflow" problem.
>
> Thanks
>
> ------------------------------------------------------------------------------
> EditLive Enterprise is the world's most technically advanced content
> authoring tool. Experience the power of Track Changes, Inline Image
> Editing and ensure content is compliant with Accessibility Checking.
> http://p.sf.net/sfu/ephox-dev2dev
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

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[Sergei Chedrin]

Thank you, Luigi.
Your reply clarified my concerns.
I'll continue my work of automatic building simulation XML-framework using QuantLib.
Sergei  

--- On Sat, 6/11/11, Luigi Ballabio <[hidden email]> wrote:

> From: Luigi Ballabio <[hidden email]>
> Subject: Re: [Quantlib-users] Building simulation network
> To: "Sergei Chedrin" <[hidden email]>
> Cc: [hidden email]
> Received: Saturday, June 11, 2011, 5:44 AM
>
> Hi Sergei,
>     I've seen that you asked the same
> question on the WIlmott forums at <http://www.wilmott.com/messageview.cfm?catid=10&threadid=84796
>
>  >, so I'm answering there (which allows me to answer to
> Cuchulainn as 
> well...)
>
> Luigi
>
>
> On Jun 11, 2011, at 1:14 AM, Sergei Chedrin wrote:
>
> > I'm a new QuantLib user and need some clarification.
> > Both question are regarding building simulation
> network based on 
> > Observable/Observer paradigm.
> >
> > 1. In simulation application Observer::update() should
> be called 
> > when all (!) it's Observables have been
> re-calculated.
> > Usually there are more than 1 underlying element which
> should be 
> > calculated before derivative calculation.
> > Should developer implement synchronization in
> Observer::update() 
> > himself or can be used some QuantLib pattern?
> >
> > 2. This questions is regarding implementation of
> simulation systems 
> > with a lot of simulation elements.
> >
> > Observable::notifyObservers() (looping all Observers)
> calls their 
> > Observer::update()
> > which calls (being Observable itself) 
> > Observable::notifyObservers() ...
> >
> > Finally, this huge chain of calls comes from
> function 
> > Observer::update() of the first object initiated it.
> > This can be a cause of "StackOverflow" problem.
> >
> > Thanks
> >
> >
> ------------------------------------------------------------------------------
> > EditLive Enterprise is the world's most technically
> advanced content
> > authoring tool. Experience the power of Track Changes,
> Inline Image
> > Editing and ensure content is compliant with
> Accessibility Checking.
> > http://p.sf.net/sfu/ephox-dev2dev
> > _______________________________________________
> > QuantLib-users mailing list
> > [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
>
> ------------------------------------------------------------------------------
> EditLive Enterprise is the world's most technically
> advanced content
> authoring tool. Experience the power of Track Changes,
> Inline Image
> Editing and ensure content is compliant with Accessibility
> Checking.
> http://p.sf.net/sfu/ephox-dev2dev
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

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