C++ boost library: compact reference

[Daniel Duffy]

This link might be useful for those using C++ in computational finance. In the past, developers tended to build their own versions but it is advisable to look at boost brefore re-inventing the wheel.

Hope this helps.

Datasim Financial Forums | View topic - The Boost Library; Overview, Code, Applications

 

[Daniel Duffy]

here is the Bojan Nikolic site for boost

http://www.bnikolic.co.uk/boostqf

 

[Aditya Chitral]

Is there a way I can use Boost Libraries with C#?

 

[Pulco]

thanks for this link Daniel.

I am currently testing some trading strategies.

Do you have an example of a such use of boost ?

 

[Daniel Duffy]

Pulco,
Can you explain a bit more?

I suspect time series, data acquisition and algos? Is that the kind of things? Would boost accumulator be useful?

We are writing two books on boost; vol 2 deals with apps, e.g. data handling feeders.