Hi Joe,
I've merged your code into master. Please check if everything
works as expected. (Note: there are a couple of test-case failures
today, but it's an accuracy thing. The same failures appear on version
1.3.)
Keep us updated on what happens in your fork---and people, help Joe
out; it's an interesting project, as well as a useful one. Fork his
repo and send him pull requests.
Later,
Luigi
On Sun, Oct 27, 2013 at 11:54 AM, Joseph Wang <
[hidden email]> wrote:
> I've revised quantlib push #45 to default openmp to off, and to include only
> parallel changes that don't cause numerical differences. Can you take a
> look and see if you can push it into the main quantlib trunk.
>
> Also, I'd be interested to what experiences people out there have with
> openmp. I'm finding that it dramatically speeds up FD and lattice
> calculations in my six-core machine.
--
<
https://implementingquantlib.blogspot.com>
<
https://twitter.com/lballabio>
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