Re: quantlib multi-threading fix

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/quantlib-multi-threading-fix-tp16187p16193.html

Klaus is right. However, we could kind of officially support it by adding the code as a branch on GitHub and keeping it up to date with master (if not continuously, at least every once in a while or after releases). Klaus, what do you think?

Luigi

On Thu, Jan 22, 2015 at 9:44 AM, Klaus Spanderen <[hidden email]> wrote:
Hi

IMO the main reason is that this patch fixes one important multi-threading issue
expecially when using QuantLib in C#/Java, namely the Observer pattern. But the
modified Observer pattern implementation is based on boost::signals2 and
therefore comes with a performance penalty and the rest of the implemenation
needs a dirty trick via boost shared pointer debug hook to work.

Therefore I'd only recommend using the patch if you really need it and I'd
prefer to not "pollute" the official QL release.

regards
Klaus

> SteveGe <[hidden email]> hat am 21. Januar 2015 um 08:22 geschrieben:
>
>
> There are some good fix for quantlib under multi-threading scenario. I am
> wondering why the fix not end up in quantlib library.
> https://hpcquantlib.wordpress.com/2013/07/26/multi-threading-and-quantlib/
>
>
>
> --
> View this message in context:
> http://quantlib.10058.n7.nabble.com/quantlib-multi-threading-fix-tp16187.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> New Year. New Location. New Benefits. New Data Center in Ashburn, VA.
> GigeNET is offering a free month of service with a new server in Ashburn.
> Choose from 2 high performing configs, both with 100TB of bandwidth.
> Higher redundancy.Lower latency.Increased capacity.Completely compliant.
> http://p.sf.net/sfu/gigenet
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
New Year. New Location. New Benefits. New Data Center in Ashburn, VA.
GigeNET is offering a free month of service with a new server in Ashburn.
Choose from 2 high performing configs, both with 100TB of bandwidth.
Higher redundancy.Lower latency.Increased capacity.Completely compliant.
http://p.sf.net/sfu/gigenet
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users



--

------------------------------------------------------------------------------
New Year. New Location. New Benefits. New Data Center in Ashburn, VA.
GigeNET is offering a free month of service with a new server in Ashburn.
Choose from 2 high performing configs, both with 100TB of bandwidth.
Higher redundancy.Lower latency.Increased capacity.Completely compliant.
http://p.sf.net/sfu/gigenet
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users