Question about Settings::evaluationDate() and multithreading
Posted by Bernhard Maeder on
URL: http://quantlib.414.s1.nabble.com/Question-about-Settings-evaluationDate-and-multithreading-tp7382.html
Hello all
I've got a question about the usage of the Settings::evaluationDate() in a multithreaded environment.
First of all, I'm not completely sure whether I really need to set this. I'm evaluating bonds and barrier options only. Where exactly is the Settings class really used?
Second, I would like to evaluate multiple instruments for different valuation dates, and I want to do this concurrently with multiple threads. It appears to me, that - if I really need to use the Settings singleton - this would not be possible at all. Do I miss something here?
Thanks a lot!
Bernhard