Re: multi threading in QuantLib

Posted by Luigi Ballabio on Nov 18, 2014; 11:46am
URL: http://quantlib.414.s1.nabble.com/multi-threading-in-QuantLib-tp16019p16054.html

No easy way, unfortunately. The best you can do is to enable per-thread singletons. On Windows, edit ql/userconfig.hpp and uncomment 

#define QL_ENABLE_SESSIONS

at the end of the file; on other platforms, run 

./configure --enable-sessions

In both cases, you'll have to recompile the library and to provide a function 

Integer sessionId();

that returns a unique integer for each thread and that needs to be linked together with the library and your application.

Luigi

On Tue, Nov 4, 2014 at 7:21 PM, Grison PG Pierre (External DEXIA-US) <[hidden email]> wrote:

Hello,

Is there an easy way to deal with multi threading in QuantLib. I encounter the same problem that many people with:

Settings::instance().evaluationDate()

 

And other similar functions.

Thanks in advance for any help,

Pierre

 

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