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by NewHorizons
June 17th, 2007, 2:07 pm
Forum: Book And Research Paper Forum
Topic: 2nd edition of Interest Rate Models by Brigo and Mercurio
Replies: 20
Views: 181776

2nd edition of Interest Rate Models by Brigo and Mercurio

I work in NYC but was able to get this from Amazon.co.uk (in fairly short order) around Xmas 2006. I doubt 3rd ed. will be out any time soon since 2nd ed. only came out late 2006.
by NewHorizons
March 8th, 2006, 6:46 pm
Forum: Programming and Software Forum
Topic: Returning a vector<vector<double>> in VC++
Replies: 27
Views: 123260

Returning a vector<vector<double>> in VC++

Forgot the most obvious perf tweak - make sure you are building a "Release" version of your output binary, and that all compiler optimizations are enabled.
by NewHorizons
March 8th, 2006, 12:40 pm
Forum: Programming and Software Forum
Topic: Returning a vector<vector<double>> in VC++
Replies: 27
Views: 123260

Returning a vector<vector<double>> in VC++

<t>1. Use a profiler to measure the code. This could identify areas for speedup that would surprise you. A good learning experience even if it seems like a sledgehammer to crack a nut in this case. Stuff that happens inside frequently-executed loops always needs to be carefully reviewed to see if an...
by NewHorizons
March 7th, 2006, 11:38 pm
Forum: Programming and Software Forum
Topic: char* and strings
Replies: 5
Views: 116215

char* and strings

<t>"I've tried passing in myString.c_str() directly into the 3rd party c function that calls for a char* and get a compile time error complaining that I cannot convert from a const char* to a char*. From reading your post this seems like something I should be able to do correct?"You should be able t...
by NewHorizons
March 7th, 2006, 10:16 pm
Forum: Programming and Software Forum
Topic: char* and strings
Replies: 5
Views: 116215

char* and strings

<t>Since you're interfacing to C code you cannot use pure C++, you've already worked that out. There's no added value in reimplementing the C runtime lib function strdup - you just risk introducing bugs and probably won't run as fast.Given the structure of your code is to just use the converted C st...
by NewHorizons
March 1st, 2006, 4:38 pm
Forum: Programming and Software Forum
Topic: Ask Luigi
Replies: 67
Views: 150898

Ask Luigi

<r>This looks promising for what you want to do:<URL url="http://seal-reflex.web.cern.ch/seal-reflex/examples.htmlSeveral"><LINK_TEXT text="http://seal-reflex.web.cern.ch/seal-ref ... tmlSeveral">http://seal-reflex.web.cern.ch/seal-reflex/examples.htmlSeveral</LINK_TEXT></URL> platforms are suposedl...
by NewHorizons
March 1st, 2006, 3:59 pm
Forum: Programming and Software Forum
Topic: Ask Luigi
Replies: 67
Views: 150898

Ask Luigi

Depending on your compiler you might be able to do this using RTTI. In MS Managed C++ you can use full .Net reflection.
by NewHorizons
February 24th, 2006, 6:32 pm
Forum: Careers Forum
Topic: FI vs Equities
Replies: 1
Views: 117355

FI vs Equities

Seeking qualitative opinions regarding relative stability of each business year to year. Thx.
by NewHorizons
February 5th, 2006, 4:52 pm
Forum: Careers Forum
Topic: Software Developer (Non-Finance) looking for advice
Replies: 11
Views: 120274

Software Developer (Non-Finance) looking for advice

I am an ex-MS dev now working in NYC in finance (non-quant) - private email if you want to discuss the experience.SteveTownsend@msn.com
by NewHorizons
January 18th, 2006, 9:24 pm
Forum: Programming and Software Forum
Topic: Prefered/Used packages
Replies: 7
Views: 123355

Prefered/Used packages

by NewHorizons
January 16th, 2006, 8:10 pm
Forum: Careers Forum
Topic: Urgent Help NEEDED!!!
Replies: 13
Views: 124368

Urgent Help NEEDED!!!

I see no reason why a lawyer would be able to help you do anything except waste your money (except perhaps to expedite attaining permanent work eligibility). If you are not authorized to work indefinitely in the USA, most places will not even interview you.
by NewHorizons
January 5th, 2006, 2:07 am
Forum: Programming and Software Forum
Topic: Event Listener from C++ to C#
Replies: 12
Views: 126716

Event Listener from C++ to C#

<r>Try this:<URL url="http://msdn.microsoft.com/library/default.asp?url=/library/en-us/vcsample/html/vcsamMEventsSampleDemonstratesCreatingUsingManagedCEvents.asp"><LINK_TEXT text="http://msdn.microsoft.com/library/defau ... Events.asp">http://msdn.microsoft.com/library/default.asp?url=/library/en-u...
by NewHorizons
December 31st, 2005, 2:45 pm
Forum: Careers Forum
Topic: CQF delegates in NYC
Replies: 6
Views: 125634

CQF delegates in NYC

That should read spring '07 btw
by NewHorizons
December 31st, 2005, 2:35 pm
Forum: Careers Forum
Topic: CQF delegates in NYC
Replies: 6
Views: 125634

CQF delegates in NYC

<t>1. Nope - beginning intensive remedial process now - hence the CQF application - targeting move into quant fin for spring '06. Though I have some interviews going on now w a few prop trading and cred derivs teams who I assume must be more desperate than the others. Mea culpa... Initial reading - ...
by NewHorizons
December 31st, 2005, 2:02 pm
Forum: Careers Forum
Topic: CQF delegates in NYC
Replies: 6
Views: 125634

CQF delegates in NYC

<t>I am a very experienced programmer (ex-Microsoft) and ancient (1985) Cambridge math MA, part way thru a planned transition from systems software to a role closer to a lucrative finance business. I finagled the initial move to NYC about a year ago, and currently work on a sell-side equity OMS (Win...
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