Quant library

[achirikhin]

A quant library. The ultimate FO sell side and valuation buy side quant deliverable. Just a bunch of headers and C++ sources implementing the "pricing function" with some Excel/Python/etc autogenerated interfaces that IT can consume to produce risk?

You wish. See below. More on that in my courses.

www.qaprofession.com
www.quanty-jobs.com

 

[Paul Lopez]

This is great!

 

[Daniel Duffy]

Automation COM Adds were something completely different, especially ATL and CRTP.