Posted by
japari on
URL: http://quantlib.414.s1.nabble.com/Thread-safety-tp8775p8777.html
Sure its not, for instance, have a look at LazyObject::calculate. This one will bite you for sure; LazyObject is quite low in QL's food-chain...everything is Lazy. In this case you might rewrite 'calculate' and lock there (you can lock, call parents 'calculate' and unlock).
But thats ok for one-shot/cached calculations; observability is another story. And... I havent worried about exceptions.... :-(
If you can, prefer distributed as Bojan points out.
Best
Pepe
----- Mail original -----
De: "Bojan Nikolic" <
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À: "Dagur Gunnarsson" <
[hidden email]>
Cc:
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Envoyé: Lundi 20 Février 2012 16:08:33
Objet: Re: [Quantlib-users] Thread safety
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
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