Multithreading

[sgiulians]

Hello,
Does this Quantlib "port" suffer from same multithreading issues as the original one?
Thanks

[amaggiulli]

Hi @sgiulians, good question!

QLNet partially addresses the C++ QuantLib multithreading issues, but is not fully thread-safe:

• ✅ Settings.evaluationDate is marked [ThreadStatic], so each thread has its own evaluation date — safe.
• ⚠️ Calendar mutations (addHoliday/removeHoliday) write to shared singleton state with no locking — concurrent modifications from multiple threads are unsafe.
• ⚠️ Index fixings and the observer pattern also use shared state without synchronisation.

The general guidance is: read-only operations across threads are safe; concurrent mutations to shared state (calendars, fixings, observers) are not. A common safe pattern is to do all setup (curve building, fixing loading, calendar customisation) on a single thread before parallelising the pricing work.