derivmkts icon indicating copy to clipboard operation
derivmkts copied to clipboard

Not working in parallel code

Open himanshustats opened this issue 7 years ago • 1 comments

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 ....

himanshustats avatar Apr 10 '18 08:04 himanshustats

If you could please create a minimal complete verifiable working example it would help me understand the difficulty you're encountering. Thank you.

rmcd1024 avatar Apr 10 '18 12:04 rmcd1024