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

[Daniel Duffy]

Visual Studio 2022 does not suppport Gaussian integers.
... not end of world, stilll, error messages are scary for some.

Gaussian integer - Wikipedia
Code: Select all
// Not on VS2022
// std::complex<int> com(1, 1);
// std::complex<int> com2(1.0, 1);
// std::complex<float> com3(1.0, 1);
std::complex<float> com3(1.0, 2.0);

 

[Daniel Duffy]

C++17 std::filesystem
Interesting possibilities

Filesystem library (since C++17) - cppreference.com

en.cppreference.com

 

[Daniel Duffy]

MSc thesis
The LSM method of Longstaff and Schwartz for American options

 

[Paul Lopez]

MSc thesis
The LSM method of Longstaff and Schwartz for American options

This is lovely! Prof all these theses submissions were C++? Would you accept python and C++ work these days? Or C#?

 

[Daniel Duffy]

19.6.1 Example: The Strategy Design Pattern using C++20 Concepts

This is a game changer

 

[Daniel Duffy]

20.8 Hardware Simulation and Bridge Pattern

 

[Daniel Duffy]

Visitor and Multimethods