Able to implement a thread pool used by MCEngine to run parallel simulations of the underlying assets
From a total time test execution of 169341ms to a total time execution of 44669ms (75% improvement) with 20000 number of simulation of the underlying assets
using a shared_ptr for the SpreadMarketData instead of a raw pointer (more safe)
More appropriate compiler optimization flags
using std::for_each, and std::transform where possible allowing vectorization of loops/parallel execution of loops
MCEngineto run parallel simulations of the underlying assetsstd::for_each, andstd::transformwhere possible allowing vectorization of loops/parallel execution of loops