Re: multi-threaded swapvaluation.cpp

Posted by jlee on Feb 19, 2014; 11:54pm
URL: http://quantlib.414.s1.nabble.com/multi-threaded-swapvaluation-cpp-tp14958p15000.html

Hi Luigi,

Thanks for the reply. I was starting to fear that was the case. I quickly tried your suggestion and seems to still give me errors. I started using a mutex before calling QL which obviously fixes the problem.

Jonghee, you need to create a sessionId() method which returns a unique id (?). Luigi, correct me if I'm wrong but put this in my code:

this uses c++11 or boost.

#include <thread>

#ifdef QL_ENABLE_SESSIONS

int QuantLib::sessionId(void)

{

return std::this_thread::get_id().hash();

}

#endif

Jon

On 19 February 2014 23:10, QL <[hidden email]> wrote:

hi luigi

im jonghee lee

i was rebulid quantlib and my project.

quantlib building was success. however my project failed to building.

error message was there is no define sessionid() function.

may i define sessionid() ?

i was try define it, i faild...



Sent from my iPhone

> On 19 Feb 2014, at 23:32, Luigi Ballabio <[hidden email]> wrote:
>
> Hello,
>    in its default configuration, QuantLib is not thread-safe (there's
> a number of global objects that you're probably writing to from
> different threads and that can cause race conditions). Your program
> might work ("might") if you make those globals thread-local; to do
> this with VC++, edit <ql/userconfig.hpp>, uncomment the line
> //#   define QL_ENABLE_SESSIONS
> towards the end so that the macro is defined, and recompile both
> QuantLib and your program.
>
> Hope this helps,
>    Luigi
>
>
>> On Wed, Feb 12, 2014 at 1:10 AM, jlee <[hidden email]> wrote:
>> Hi,
>> I am trying to calculate fair swap rate and using swapvaluation.cpp from the
>> Examples. If I call the fairRate() method several times in a loop it works
>> fine. But when I call it using threads I get random errors. I don't think
>> it's actually the fairRate() method but part of the creation of the Swap
>> object.
>>
>> I have attached an example from my bigger program but it reproduces the
>> error. It's in MSVC++ 2013 and when you start the program, it prompts you
>> for the number of threads to use. Usually if you use 10 you'll get the
>> error, definitely if you use 20 threads. If you use only 1 thread, it loops
>> several times and no errors occur.
>>
>> Hope this helps as it took awhile to isolate but I've reached the limit of
>> my technical skills in debugging it. If you need any more information let me
>> know.
>>
>> ql_test.rar <http://quantlib.10058.n7.nabble.com/file/n14958/ql_test.rar>
>>
>>
>>
>> --
>> View this message in context: http://quantlib.10058.n7.nabble.com/multi-threaded-swapvaluation-cpp-tp14958.html
>> Sent from the quantlib-dev mailing list archive at Nabble.com.
>>
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