Recent content by Daniel Duffy

  1. Daniel Duffy

    C++ vs Rust

    preconditions are easiest and most common.. assert(... insert clever type traits...) object invariant ...trickier? postcondition, like PREC and also OK?
  2. Daniel Duffy

    C++ vs Rust

    You could benchmark/reverse engineer Boost C++ Contract source code haha. Not Rocket Science.
  3. Daniel Duffy

    C++ vs Rust

    Tests // Normal use cases CheckValve v1(false); IDevice<CheckValve> dev(v1); // Default not open dev.Open(); // dev.Open(); dev.Close(); dev.Open(); dev.Close(); CheckValve v2(true); // hit ground running IDevice<CheckValve>...
  4. Daniel Duffy

    C++ vs Rust

    here's a test case for Rust // InterfaceContracts.hpp // // Associating contracts with C++ Concepts. // // (C) Datasim Education BV 2018-2025 // #include <boost/contract.hpp> template<typename Device> concept IOpened = requires (Device d) { d.Opened(); }; template<typename Device>...
  5. Daniel Duffy

    How to verify your QuantNet account

    You'll need a bigger avatar :-)
  6. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    Design by Contract // Test101.cpp // DJD 2025-10-6 // // "Design by Contract" (based on Hoare logic) was originally supported in Eiffel. // Attempts in .NET did not reach fruition it seems. You can insert code for Contracts // in C# but the compiler just IGNORES it. // C++ does not support...
  7. Daniel Duffy

    C++ Online Certificate Students' intro thread

    All the rock stars (Paul Weller, Rory Gallagher, George Best etc.) stayed there. Paradiso and Milky Way rock temples nearby. https://magazine.thalesians.com/2025/01/21/an-interview-with-daniel-j-duffy-the-origins-of-c-in-quantitative-finance/
  8. Daniel Duffy

    C++ Online Certificate Students' intro thread

    Cool! A relevant piece of information: the first C++ course in Nederland was given in the Hotel American across from my office in the Leidsekade in 1990.
  9. Daniel Duffy

    C++ Online Programming Course Testimonials

    Thank you :) More info on C++, PDE, MC https://www.datasim.nl/books
  10. Daniel Duffy

    How to utilize a one-year gap to prepare for Quant roles before MSc in Mathematical Finance?

    'entirely' ? A good idea could be to learn stuff by taking Hull's book as the 'critical path'. Of course, there are others. // Those are my principles, and if you don't like them... well, I have others. Groucho Marx
  11. Daniel Duffy

    How to utilize a one-year gap to prepare for Quant roles before MSc in Mathematical Finance?

    Get John Hull's book and program the models therein in Python and C++. A clear project. A prominent "learn by doing" quote comes from Aristotle, who said, "For the things we have to learn before we can do them, we learn by doing them". Other well-known versions include Richard Branson's "You...
  12. Daniel Duffy

    Lightweight C++ Quiz for Quant Interviews – Looking for Feedback

    And maybe critical questions based on versions C++98/C++03 C++11 // C++14 C++17 C++20 just an idea
  13. Daniel Duffy

    How to utilize a one-year gap to prepare for Quant roles before MSc in Mathematical Finance?

    Python won't help much as a stepping stone to C++. I would learn C++ and not couple it with numerics. Single Responsibility Principle (SRP). Numerics is independent of the language; learn the maths first. https://www.datasim.nl/onlinecourses
  14. Daniel Duffy

    Lightweight C++ Quiz for Quant Interviews – Looking for Feedback

    1. (First Encounters with Smart Pointers: Unique Pointers) Consider the following code that uses raw pointers: { // Block with raw pointer lifecycle double* d = new double (1.0); Point* pt = new Point(1.0, 2.0); // Two-d Point class // Dereference and call...
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