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londoner
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Joined: January 28th, 2008, 2:52 am

use c++ or c# in validation

January 31st, 2015, 2:30 am

I had about one years industry experience in C++ (including OOP), but I haven't written any C++ code for more than one year so my C++ gets a bit rusty. I'd consider myself an intermediate-level C++ programmer, though.Now, I have a chance at job to build a library to validate the VaR system which is written in C#. I'm wondering whether I should take this opportunity to learn C#, or to brush up my C++ skills. Which programming language should I use? Is C# a valuable skill to have?Recently, it seems C# has gained increasing popularity in both front office pricing and middle office risk systems. Do you guys have the same observation?
 
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Hansi
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Joined: January 25th, 2010, 11:47 am

use c++ or c# in validation

January 31st, 2015, 10:58 am

I'd say yes, every single person in my team knows C++, no one likes writing in it but the quant devs are very happy about using C# and the analysts mostly use R.I find C# to be a great language to use, it has a nice syntax (similar enough to C++ to make most people comfortable switching) and it makes you quite productive.If you aren't burdened by legacy C++ libraries then building new things in C# is a very good choice.
 
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Cuchulainn
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use c++ or c# in validation

January 31st, 2015, 11:00 am

Yes, C# is a valuable skill to have and I see it as gaining in popularity, for sure.Having said that, C++ will be here foreva'.interview on C#Wilmott blogProductivity in C# is high compared to that of C++. QuoteNow, I have a chance at job to build a library to validate the VaR system which is written in C#. So the VAR system is already written and you need to write stuff on top of it?What I feel is that LINQ and PLINQ are useful in this area.
Last edited by Cuchulainn on January 30th, 2015, 11:00 pm, edited 1 time in total.
 
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londoner
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Joined: January 28th, 2008, 2:52 am

use c++ or c# in validation

January 31st, 2015, 10:40 pm

QuoteOriginally posted by: CuchulainnYes, C# is a valuable skill to have and I see it as gaining in popularity, for sure.Having said that, C++ will be here foreva'.interview on C#Wilmott blogProductivity in C# is high compared to that of C++. QuoteNow, I have a chance at job to build a library to validate the VaR system which is written in C#. So the VAR system is already written and you need to write stuff on top of it?What I feel is that LINQ and PLINQ are useful in this area.No, I will build a tool independently to validate the VaR system. The language of choice is up to me. I could use Excel-VBA if I like.
 
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Cuchulainn
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use c++ or c# in validation

February 1st, 2015, 11:08 am

Is the VAR system written in C++, C#, etc.?
 
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tags
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Joined: February 21st, 2010, 12:58 pm

use c++ or c# in validation

February 1st, 2015, 11:10 am

QuoteOriginally posted by: CuchulainnIs the VAR system written in C++, C#, etc.?QuoteNow, I have a chance at job to build a library to validate the VaR system which is written in C#.
 
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Cuchulainn
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use c++ or c# in validation

February 1st, 2015, 3:31 pm

QuoteOriginally posted by: tagomaQuoteOriginally posted by: CuchulainnIs the VAR system written in C++, C#, etc.?QuoteNow, I have a chance at job to build a library to validate the VaR system which is written in C#.Silly me. Thanks.Then I would go for C#.
 
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Cuchulainn
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use c++ or c# in validation

February 2nd, 2015, 7:56 am

Plan B is to use C++/CLI (a .NET language) instead of C# to interface to VAR and it leaves the door open to talk to native C++.
Last edited by Cuchulainn on February 1st, 2015, 11:00 pm, edited 1 time in total.
 
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MattF
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use c++ or c# in validation

February 2nd, 2015, 2:39 pm

Sounds like a job for NUnit
Last edited by MattF on February 1st, 2015, 11:00 pm, edited 1 time in total.
 
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londoner
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use c++ or c# in validation

February 2nd, 2015, 3:23 pm

What kind of roles in a bank/hedge funds tend to use more C#?
 
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Cuchulainn
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February 2nd, 2015, 6:42 pm

QuoteOriginally posted by: londonerWhat kind of roles in a bank/hedge funds tend to use more C#?That's diverging a bit from the original question (place a Wilmott smiley here). BTW have you made choice? MV
Last edited by Cuchulainn on February 1st, 2015, 11:00 pm, edited 1 time in total.
 
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ashkar
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use c++ or c# in validation

February 5th, 2015, 9:39 am

Keep it simple...if the base library is in .net then write your stuff in .net. It will avoid a lot of dirty hacks in the future.
 
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londoner
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use c++ or c# in validation

February 5th, 2015, 7:55 pm

QuoteOriginally posted by: ashkarKeep it simple...if the base library is in .net then write your stuff in .net. It will avoid a lot of dirty hacks in the future.The validation tool is just for my own use. Well, maybe other validators might use it in the future, but there should be no overlap between the existing VaR system and my validation tool.
 
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londoner
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use c++ or c# in validation

February 5th, 2015, 8:35 pm

QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: londonerWhat kind of roles in a bank/hedge funds tend to use more C#?That's diverging a bit from the original question (place a Wilmott smiley here). BTW have you made choice? MVNot really, but I'm leaning toward C++. I wanna excel at one language as opposed to being decent at multiple languages.
Last edited by londoner on February 4th, 2015, 11:00 pm, edited 1 time in total.
 
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Cuchulainn
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use c++ or c# in validation

February 6th, 2015, 9:08 am

QuoteOriginally posted by: londonerQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: londonerWhat kind of roles in a bank/hedge funds tend to use more C#?That's diverging a bit from the original question (place a Wilmott smiley here). BTW have you made choice? MVNot really, but I'm leaning toward C++. I wanna excel at one language as opposed to being decent at multiple languages.I think C++ will be here forever (like Fortran) and is getting better and better. C# is also great but its future is contingent on more intangible factors and events than is the case with C++ (imo).