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December 12, 2017 at 2:11 pm
#6225
Anonymous
Inactive
Hi Suhas,
ORE is a single threaded library, so 100 swaps will be done sequentially. QuantLib itself is not threadsafe which is the main reason for this. There are other solutions, based on process based parallelisation.
This is covered in the FAQ a bit.
Regards,
Niall.