Multithreading in C++ Class Module

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C++

Recently I have posted a question with regard to multithreading inside my class MC_Simulation. My problem was the access to class information from the static thread function. This problem is solved apparently by using the pointer to ‘this’ in the argument, which was transferred to the threading function.

// define the Thread Data Structure to be transferred to the (static) thread function
// --------------------------
typedef struct Thread_Data{
	MC_Simulation*	mc_simulation;	// this solved my initial problem
	long  first_scenario;
	long  last_scenario;
	char  bond_data_file[_MAX_FNAME];	
} THREAD_DATA, *PTHREAD_DATA;

My problems with the tread function unfortunately are not yet finalized.
Two issues have shown up.

1) My thread function is supposed to write calculated results using

ofstream bond_data;
bond_data.open(FILE_NAME, ios::trunc);
// in between calculating some stuff
    // then output results
    bond_data <<  results << EL;
    bond_data.close();

this does not seem to work properly. Do I have to use fprinf(..) instead?

2) It also seems that some other issues have not been dealt with properly such as synchronization of threads, which has been explicitly addressed earlier. I am not fully aware how to do that. Please have a look at the structure:

// -----------------------------------
// member function in MC_Simulation:

Void initiate_threads(void){

int 		scenario_range[MAX_THREADS+1];
HANDLE		hThread[MAX_THREADS]; 
DWORD		dwThreadID[MAX_THREADS];
PTHREAD_DATA	pthread_arg[MAX_THREADS];

/* initiate  threads, each thread is supposed to run a loop starting with first_scenario and ending with last_scenario and there are 10,000 scenarios in total */
for (int index=0; index<max_threads;index++){>

        // allocate memory
        pthread_arg[index] =	(PTHREAD_DATA) HeapAlloc(GetProcessHeap(), 
                                                 HEAP_ZERO_MEMORY,
                				 sizeof(THREAD_DATA));
	// fill the argument of thread function
	pthread_arg[index]->first_scenario = scenario_range[index];
	pthread_arg[index]->last_scenario  = scenario_range[index+1];		pthread_arg[index]->mc_simulation  = this;
        sprintf(pthread_arg[index]->bond_data_file,"%s_%d",bond_data_file,index);

        hThread[index] = CreateThread(NULL, 0, thread_function ,
                                      pthread_arg[index], 0, &dwThreadID[index]);		
	} // end for loop

	 // Wait until all threads have terminated.
       	WaitForMultipleObjects(MAX_THREADS, hThread, TRUE, INFINITE);

	  for(int i=0; i < MAX_THREADS; i++) {
			CloseHandle(hThread[i]);
			if(pthread_arg[i] != NULL){
	 			HeapFree(GetProcessHeap(), 0, pthread_arg[i]);
	 		pthread_arg[i] = NULL;}    // Ensure address is not reused.
	  } // end for loop

} // end thread calling function

I am not sure whether I have taken account of all important issues properly, such as synchronization of the threads. The routine is not performing as expected. “thread_function” on its own is a nested loop across the interval of scenarios as defined in pthread_arg[index], then across the periods within a simulation path, and finally across the bonds of a fixed income portfolio. “Scenario” and “Bond” are separate classes and calling simultaneously functions of a linked in library. What do I have to change or do I expect too much from multithreading anyway?