C++ Boost Interview Questions

[sak]

I was wondering if someone got interviewed/grilled regarding C++ Boost while applying for Quant jobs?

 

[kinderchocolate]

I was asked how do you use Boost to model a Brownian motion.

 

[Daniel Duffy]

For Brownian motion, boost Random is the obvious. You might need data structures such as uBLAS, array and possibly multiarray.

For functions, boost Function is an option but look at performance.

And smart pointers are used.

You can speedup the MC using boost Thread.