Re: Thread safety

Posted by Bojan Nikolic on
URL: http://quantlib.414.s1.nabble.com/Thread-safety-tp8775p8776.html


Hi Dagur,

I do not think QuantLib is thread-safe. Parallel implementations using
Quantlib that I am aware of are based on the multi-processes
message-passing model. The structure of instrument portfolios and the
way scenarios are priced means that this is often quite efficient.

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql

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