derivmkts
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Not working in parallel code
Hi, initially i strated calculating options Greeks using Rquantlib package but its installation is very difficult.
So, i decided to use "derivmkts" and found it good untill code was in sequential mode, but when i tried it in parallel mode using doMC and foreach on linux, it not working.
as i am using it for strategy development for algorithmic trading, i have to make it parallel, please help ....
If you could please create a minimal complete verifiable working example it would help me understand the difficulty you're encountering. Thank you.