[parsec-users] nThreads in Swaption

Paul Keir pkeir at dcs.gla.ac.uk
Mon Mar 29 10:57:13 EDT 2010

Hi all,

There's a check near the start of the Swaption benchmark (in HJM_Securities.cpp) which changes the number if threads if there are two many wrt. the number of swaptions. Now I don't know what a swaption is, but if more swaptions means more work, shouldn't this be removed in a benchmarking context? Here it is:

if(nSwaptions < nThreads) {
  nSwaptions = nThreads;


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