Re: Thread Safe Quantlib

Posted by Luigi Ballabio on Jun 10, 2016; 12:34pm
URL: http://quantlib.414.s1.nabble.com/Thread-Safe-Quantlib-tp17499p17510.html

Hello,

    QuantLib is generally not thread-safe.  The thread-local singleton pattern gives you per-thread singletons instead of global ones, but it doesn't prevent race conditions if you share objects between threads.  The configure option --enable-thread-safe-observer-pattern was added because, when QuantLib is exported to C# or Java, the garbage collector would sometime cause a race with notifications in the library; the option prevents this, but it doesn't help with any of the other possible problems with caches or lazy calculations. I suggest to use multiple processes instead.

Luigi

On Mon, Jun 6, 2016 at 5:56 AM Subramaniam V <[hidden email]> wrote:

hi

Has somebody tried using latest Quantlib 1.7 in multithreaded environment in C++?

I am confused as to if it is threadsafe, (assuming I am using Boost 1.58) with the .configure option (as specified in https://sourceforge.net/projects/quantlib/files/QuantLib/1.7/).

Another web page at

https://hpcquantlib.wordpress.com/2013/07/26/multi-threading-and-quantlib/

talks about thread safety only with thread local singleton pattern.

I am slightly confused, is the latest version(1.7) thread safe without using thread local singleton patten? or do we still need to use the thread local singleton pattern.

Any other insights into thread safety would be greatly welcome.

Thank you!

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