Parallel Computing

Posted by Breig, Dr. Christoph (IDS GmbH) on Jan 31, 2011; 9:15am
URL: http://quantlib.414.s1.nabble.com/Parallel-Computing-tp81.html



Hi,

 

during the last days I was trying parallel computing using quantlib and boost::threads. I tried to price a large amount of bonds similar to the one-bond example bonds.cpp. One thread calculated one bond. For testing purposes I ran two threads at the same time on a two core machine. Unfortunately the two thread method did not work (the one thread method and a almost fully mutexed method worked fine). Does anybody have experience with parallel computing using QuantLib? Possibly it does not work through global parameters like settlement date?

 

Cheers!

Chris

 

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