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I was talking about using Boost in the context of implementing options pricing code, that was the project that I was involved with. With regards to mentioning bugs in RNG code: it's not that I've actually encountered any kind of bug there (haven't used RNG Boost library much - if you're serious...

There exist some good part in Boost (shared pointers, regex handling, threads), and these are mostly going to be pulled into the next version of C++ standard library (actually, most modern compilers already support most of the std::tr1 stuff, so I see no reason to use Boost for this type of...

The first half of the code is showing exactly what I hate the most about Boost, and that is huge verbosity and over-complication: I guess when one is at point to actually understand what is going on in the first 5 statements of main() function, he will already know enough about RNGs that it's...

I have strong (10+ years) experience working with parallel computing technologies, including last 1.5 years spent on working on derivatives pricing using NVIDIA CUDA technologies (and getting to some rather sweet numbers, with both Monte-Carlo and PDE based approaches). So if anyone interested...