Is quantlib threadsafe?

Posted by Stick it to THE MAN on Stack Overflow See other posts from Stack Overflow or by Stick it to THE MAN
Published on 2010-04-07T16:50:02Z Indexed on 2010/04/07 16:53 UTC
Read the original article Hit count: 480

Filed under:

Can quantlib be used in a multi-threaded application - is it threadsafe?

QuantLib starter guide

as seen on Stack Overflow - Search for 'Stack Overflow'
Is there a good starter document on quantlib (http://quantlib.org)? The examples are not well documented, and the help does not give that much insight. >>> More
Is quantlib threadsafe?

as seen on Stack Overflow - Search for 'Stack Overflow'
Can quantlib be used in a multi-threaded application - is it threadsafe? >>> More
C# Monte Carlo Incremental Risk Calculation optimisation, random numbers, parallel execution

as seen on Stack Overflow - Search for 'Stack Overflow'
My current task is to optimise a Monte Carlo Simulation that calculates Capital Adequacy figures by region for a set of Obligors. It is running about 10 x too slow for where it will need to be in production and number or daily runs required. Additionally the granularity of the result figures will… >>> More

Developer IT