Re: multithreading Quantlib?

Posted by Ilya Mirman on
URL: http://quantlib.414.s1.nabble.com/multithreading-Quantlib-tp12452p12455.html

Hi Luigi,

Regarding the expertise: Cilk++ is pretty easy to learn.  We've had high
school students learn it in a couple days.  We'd be glad to put together a
web-based live class for the Quantlib developers if that's of interest.
And, if/when you start applying Cilk++ to the library, we can help along the
way a bit as well.

Regarding the licensing:  The essence of the CAPL license is that for open
source projects that are willing to share their code, it's free and open.
If the end user is not willing to share the resulting code, then they can
buy a commercial license.

Cheers,
ilya

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Tuesday, January 13, 2009 4:17 AM
To: Ilya Mirman
Cc: [hidden email]
Subject: Re: [Quantlib-dev] multithreading Quantlib?

On Mon, 2009-01-05 at 19:40 -0500, Ilya Mirman wrote:
> I am wondering - is there demand for / interest in multithreading
> Quantlib?

Hi Ilya,
        there is interest, but not the necessary expertise among the main
developers.  It would be good to have the option, though, in case any
developer with the skills were to come onboard.


> We at Cilk Arts just released Cilk++ (3 keywords and a runtime system
> that extends compute-intensive C++ apps into the multicore realm), and
> there's an edition available for open source projects.

It does sounds interesting, but on your site
(<http://www.cilk.com/home/get-cilk>) I read that "If you are building
open source software and sharing your derivative works with the
community, the CAPL operates like the GPL."  We'd have a problem with
that, as the QuantLib license is a modified BSD license and it's not
compatible with the GPL.  Did you happen to have this problem with other
projects? Did you solve it, and if so, how?

Thanks,
        Luigi


--

Anyone who says he can see through women is missing a lot.
-- Groucho Marx



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