config man page
— A number of macros is provided for user configuration. Defining or undefining such macros triggers variations in some library functionality.
Under a Linux/Unix system, they are (un)set by
for a list of corresponding command-line options.
Under a Windows system, they must be (un)defined by editing the file <ql/userconfig.hpp> and commenting or uncommenting the relevant lines.
Such macros include:
If defined, function information is added to the error messages thrown by the library. Undefined by default.
If defined, file and line information is added to the error messages thrown by the library. Undefined by default.
If enabled, tracing messages might be emitted by the library depending on run-time settings. Enabling this option can degrade performance. Undefined by default.
If defined (the default), negative yield rates are allowed in a few places where they used to be forbidden.
If defined, extra run-time checks are added to a few functions. This can prevent their inlining and degrade performance. Undefined by default.
If defined, indexed coupons (see the documentation) are used in floating legs. If undefined (the default), par coupons are used.
If defined, singletons will return different instances for different sessions. You will have to provide and link with the library a sessionId() function in namespace QuantLib, returning a different session id for each session. Undefined by default.
If defined, a thread-safe (but less performant) version of the observer pattern will be used. You should define it if you want to use QuantLib via the SWIG layer within the JVM or .NET eco system or any environment with an async garbage collector. Undefined by default.
Define this to make Singleton initialization thread-safe. Undefined by default. Not compatible with multiple sessions.
If defined, date objects will support an intraday datetime resolution down to microseconds. Strickly monotone daycounters (Actual360, Actual365Fixed and ActualActual) will take the additional information into account and allow for accurate intraday pricing. If disabled (the default) the smallest resolution of date objects will be a single day. Intraday datetime resolution is experimental.
Define this to enable the parallel unit test runner. Undefined by default. SSL_CTX_config.3ssl(3).