Not working in parallel code

rmcd1024 / derivmkts

R package for option pricing

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Not working in parallel code #2

Open himanshustats opened 6 years ago

himanshustats commented 6 years ago

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 ....

rmcd1024 commented 6 years ago

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