On this blog I would like to share some of my work.
Feedback relating to these topics very welcome.
Feedback relating to these topics very welcome.
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This would've been perfect for the project I just turned in for this courseParallel Monte Carlo in C++11 using a combination of object and functional styles.
http://onlinelibrary.wiley.com/doi/10.1002/wilm.10647/epdf
Useful backgrounder for Baruch Advanced C++ course.
The difference is I needed 20 years to get my design up and running while you got it working in a few weeksThis would've been perfect for the project I just turned in for this course![]()
Very much so. Mine focused solely on improving the nested loop a.k.a the monte carlo simulation. Based on the feedback from @APalley the better approach would've been similar to what you did at the client level. Also I solely relied on subtype polymorphism to implement SDE, RNG and FDM instances but as I stated in my systems design document my improvement to this would be something quite similar to your approach. I did use boost signals for the pre and post process functions which meant I could price multiple options with one call to the start function. But overall I would say it's something I'll continue to revisit to see where I can make improvements.The difference is I needed 20 years to get my design up and running while you got it working in a few weeks
BTW what were the similarities and differences between the two approaches?
I get the impression you enjoyed the parallel programming aspects in this part?
this book is really good. I like it a lot. I used it around 8-9 years ago and it's still relevant.There are quite a few parallel design patterns to help.
https://www.amazon.com/Patterns-Parallel-Programming-paperback-Software/dp/0321940784
this book is really good. I like it a lot. I used it around 8-9 years ago and it's still relevant.
These are an interesting readThis Boost C++ Library HOF (Higher-Order Functions) might be relevant to the Advanced C++ course
I'm pretty sure HOF will be in the C++33 standard.
@APalley
@GONG CHEN