What would be useful IMO is a self-contained case C++ 11 from multiple domains
CAD
Process
Finance
etc.
I must say C++ 11 is in 5th gear at the moment You mention the somewhat bigger companies moving to C++ 11. And all the others? That's a different story, for sure.
Are there papers/webpages commenting on the value-added of C++11 as compared to its previous version for options modelling? Thank you.
EDIT: It would be nice someone picked up some code example in say Introduction to C++ for Financial Engineers, showed an 'upgraded' version to C++11 and explained its benefits.
EDIT2: .. with the approval of the author, I meant.
Are there papers/webpages commenting on the value-added of C++11 as compared to its previous version for options modelling? Thank you.
EDIT: It would be nice someone picked up some code example in say Introduction to C++ for Financial Engineers, showed an 'upgraded' version to C++11 and explained its benefits.
EDIT2: .. with the approval of the author, I meant.
I personally don't know of open domain published work on C++ 11 for computational finance. For the record, I am working on the second editions of my 2004 and 2006 C++ books for finance.
You may not have C++ 11 in a productioon environment yet but much is already present in Boost C++ libraries. This is a nice migration path.
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