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by jikan
July 29th, 2011, 10:02 am
Forum: Careers Forum
Topic: Senior C++ Quant Developer Interview Preparation
Replies: 5
Views: 22076

Senior C++ Quant Developer Interview Preparation

1. "Linux System Programming: Talking Directly to the Kernel and C Library" by Robert Love2. "The Linux programming interface" by Michael KerriskThe second book is massive but really good. For some low-level issues "The Software Optimization Cookbook" by Richard Gerber et al.
by jikan
July 28th, 2011, 12:52 pm
Forum: Careers Forum
Topic: Quant developer: interview questions
Replies: 9
Views: 24666

Quant developer: interview questions

What do you mean by basic numerical problems? Numerical integration? Some numerical algebra such as LU, etc? Or more quant related FDM, Monte Carlo, binary trees, etc?
by jikan
July 20th, 2011, 7:42 pm
Forum: Programming and Software Forum
Topic: Smart pointers and parallell processing, OK?
Replies: 35
Views: 30290

Smart pointers and parallell processing, OK?

@Cuchulain: what version of VS are you using?
by jikan
July 19th, 2011, 4:51 pm
Forum: Programming and Software Forum
Topic: Smart pointers and parallell processing, OK?
Replies: 35
Views: 30290

Smart pointers and parallell processing, OK?

One question: what's the difference between passing a raw pointer and the internal pointerstored inside the smart pointer you access with the get() function?
by jikan
June 2nd, 2011, 8:54 am
Forum: Programming and Software Forum
Topic: GUID from DLL
Replies: 5
Views: 22424

GUID from DLL

Google "oleview", it's a tool from MSFT. With that tool File | View TypeLib menu option.
by jikan
May 13th, 2011, 7:35 am
Forum: Programming and Software Forum
Topic: C++ virtual function cost
Replies: 151
Views: 39979

C++ virtual function cost

<t>Yes, a virtual destructor in a base class declared as pure virtual must have some implementation. A destructor in a base class is virtual if it'sexplicitly declared as virtual. class A{public: ~A(); // Non virtual by default};class A1{public: // Must implement this. If not then linker complains w...
by jikan
May 13th, 2011, 6:25 am
Forum: Programming and Software Forum
Topic: C++ virtual function cost
Replies: 151
Views: 39979

C++ virtual function cost

Well if the destructor is a pure virtual function you must have it implemented. If not, the linker complains.
by jikan
April 1st, 2011, 6:39 am
Forum: Student Forum
Topic: Exercises in quantitative tradiing
Replies: 4
Views: 20591

Exercises in quantitative tradiing

I think that's a Riccati equation: y'(x) = q0(x) + q1(x)*y + q2(x)*y^2In the Wikipedia you can find a method to solve the equation. RiccatiEqHope it helps.
by jikan
February 15th, 2011, 2:11 pm
Forum: Careers Forum
Topic: Bloomberg Senior Software Engineer API
Replies: 8
Views: 23123

Bloomberg Senior Software Engineer API

Not exactly difficult. Some are tricky, some are about STL details you must have memorized (weird!). Most of them are about syntax.
by jikan
February 15th, 2011, 1:46 pm
Forum: Careers Forum
Topic: Bloomberg Senior Software Engineer API
Replies: 8
Views: 23123

Bloomberg Senior Software Engineer API

Hello, I think it will be a Brainbench C++ test. Forty questions about C++ syntax and some STL details.
by jikan
January 28th, 2011, 10:51 am
Forum: Programming and Software Forum
Topic: Quants : C++ vs. C#
Replies: 72
Views: 39249

Quants : C++ vs. C#

No, C is not faster than C++ but what I meant is that it's easier to code faster code in C than C++ (well, except if you use C++ as a "better C", then it's just the same).
by jikan
January 28th, 2011, 9:16 am
Forum: Programming and Software Forum
Topic: Quants : C++ vs. C#
Replies: 72
Views: 39249

Quants : C++ vs. C#

<t>The common missconception is to think that just programming in C++ means faster executables. That simply is not true. Is much easier to write the fastest code in C than in C++. Writing very fast code in C++ is very difficult and it takes a very long time to master the craft. Don't compare your C+...
by jikan
October 28th, 2010, 7:21 pm
Forum: Programming and Software Forum
Topic: Please we need to start documenting QuantLib!
Replies: 114
Views: 46272

Please we need to start documenting QuantLib!

This book about QuantLib it's an idea. I'm going to think about it.