[parsec-users] nThreads in Swaption

Christian Bienia cbienia at CS.Princeton.EDU
Mon Mar 29 11:34:28 EDT 2010


Hi,

A swaption is the basic work unit of the program (it's a type of financial
derivative). Work is assigned to threads by giving them a number of
swaptions to work on. Obviously, the smallest number that makes sense is one
swaption per thread, which means if you want to run the program with more
threads than there are swaptions in the input file, you would get idle
threads.

As Jim pointed out, the number of swaptions can be fairly limited in the
smaller input files, so this can be a real limitation. The you want to run
large-scale experiments with swaptions, you need to take a sufficiently
large input file.

- Chris


-----Original Message-----
From: parsec-users-bounces at lists.cs.princeton.edu
[mailto:parsec-users-bounces at lists.cs.princeton.edu] On Behalf Of Paul Keir
Sent: Monday, March 29, 2010 10:57 AM
To: parsec-users at lists.cs.princeton.edu
Subject: [parsec-users] nThreads in Swaption

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;
}

Cheers,
Graham


The University of Glasgow, charity number SC004401
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