Re: Building simulation network

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Building-simulation-network-tp5253p5254.html


Hi Sergei,
        I've seen that you asked the same question on the WIlmott forums at <http://www.wilmott.com/messageview.cfm?catid=10&threadid=84796 
 >, so I'm answering there (which allows me to answer to Cuchulainn as  
well...)

Luigi


On Jun 11, 2011, at 1:14 AM, Sergei Chedrin wrote:

> I'm a new QuantLib user and need some clarification.
> Both question are regarding building simulation network based on  
> Observable/Observer paradigm.
>
> 1. In simulation application Observer::update() should be called  
> when all (!) it's Observables have been re-calculated.
> Usually there are more than 1 underlying element which should be  
> calculated before derivative calculation.
> Should developer implement synchronization in Observer::update()  
> himself or can be used some QuantLib pattern?
>
> 2. This questions is regarding implementation of simulation systems  
> with a lot of simulation elements.
>
> Observable::notifyObservers() (looping all Observers) calls their  
> Observer::update()
> which calls (being Observable itself)  
> Observable::notifyObservers() ...
>
> Finally, this huge chain of calls comes from function  
> Observer::update() of the first object initiated it.
> This can be a cause of "StackOverflow" problem.
>
> Thanks
>
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