http://quantlib.414.s1.nabble.com/Re-bond-spreads-option-adjusted-spreads-tp9658p9661.html
Thanks for the update. I've just obtained a couple of new dual core servers
>From: "eric ehlers" <
[hidden email]>
>To: "Toyin Akin" <
[hidden email]>
>CC:
[hidden email],
[hidden email]
>Subject: Re: [Quantlib-users] QuantLibXL, Office 2007, dual core
>machines...
>Date: Mon, 30 Jul 2007 11:10:53 +0200
>
>Hi Toyin,
>
>On 7/25/07, Toyin Akin <
[hidden email]> wrote:
> > Hi,
> >
> > I've been reading up on some of QuantLibXL docs and came across a
>potential
> > issue with the way QuantLib is designed when run on Excel 2007 with
> > dual/quad core machines.
>
>When an XLL registers a function with Excel, the XLL may pass an
>additional new parameter recognized by Excel 2007 to indicate that the
>function is thread safe. Excel 2007 invokes an XLL's functions in
>parallel only if they have been registered as thread safe.
>
>In other words, we can take our existing code as-is and run it under
>Excel 2007 and it should behave exactly as it did under earlier
>versions of Excel, with all calculations running in a single thread.
>
>Of course longer term we would like to take advantage of
>multithreading, and as you mention we would need to take account of
>QuantLib's processing of the evaluation date. One simple approach
>would be to implement a startup routine which explicilty sets the
>evaluation date in each thread to be used by the XLL.
>
>Regards,
>Eric
>
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