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Published on 2010-04-07T16:50:02Z
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Can quantlib be used in a multi-threaded application - is it threadsafe?
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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.
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Can quantlib be used in a multi-threaded application - is it threadsafe?
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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…
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