QuantLib running overnight

Posted by JURAJ HUSKA on
URL: http://quantlib.414.s1.nabble.com/QuantLib-running-overnight-tp1254.html

Hello all,

I recently encountered the following problem(?). I need to run some (long...) calculations overnight and I am using QuantLib (the C# dll generated by Swig) all over the place in my code. The calculation stops at midnight (or throws an exception caught somewhere in a try-catch statement). I don't exactly know where the problem is coming from but: can something go wrong if I start a calculation and let it run overnight untill the next day?  Here I am mostly alluding to the possible screw-up caused by Evaluation Date changing at midnight.

thanks for you insights,

Juraj

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