QuoteOriginally posted by: CuchulainnDo you have a TOC?TOC

<r>Just discovered by sheer luck in a bookshop Erik Schloegl's book "Quantitative Finance, An Object-Oriented Approach in C++". <URL url="http://www.schlogl.com/QFWhat">http://www.schlogl.com/QFWhat</URL> I absolutely like until now:- Good blend of quant theory and C++ code.- Modern C++ paradigms, b...

QuoteOriginally posted by: ludinskiQuoteOriginally posted by: Alanvix white paperwhich one?OK found it.

QuoteOriginally posted by: Alanvix white paperwhich one?

In option pricing, time to maturity T is expressed as a fraction of a year. In practice how many days should one consider in a year? I've seen in at least one pricing package that a year is considered as 365.25 days.

Could this Generic payoffs in C++ be implemented with variadics?

<t>QuoteOriginally posted by: PolterQuoteOriginally posted by: Cuchulainntemplate <typename T, template <typename S,typename Alloc > class Container,typename TAlloc> void print(const Container<T, TAlloc>& container, const std::string& comment){ // A generic print function for sequential cont...

<t>QuoteOriginally posted by: CuchulainnI have not looked at variadics but if no compelling reason can be found, then it becomes a solution loooking for a problem. The 20/80 rule still holds for C+. Someone should have an 'eye-opener' solution.It seems that according to the following link variadic t...

<t>QuoteOriginally posted by: SierpinskyJanitorHowdy,Mr. ludinsky are you learning C++ or already know C++ and are just brushing up on the C++11 version? That's a rather advanced topic to begin with, which should only be tackled once generic programming and template metaprogramming techniques have b...

Hi,I'm learning C++11 and trying to find practical use of variadic templates besides the type safe printf example usually given in tutorials. Can it be used to implement a form of Strategy pattern taking a variable numbers of parameters?Thanks

<t>QuoteOriginally posted by: lballabioQuoteOriginally posted by: lballabio'll try and give you some more information tomorrow.It took more than I thought. Anyway, you can try doing the following (emphasis on "try", since I haven't done it):1) recompile the library with QL_ENABLE_SESSIONS defined. I...

<t>QuoteOriginally posted by: edouardthis is a home project in C++. a simple pricer using QL / Boost. really easy for the standard Wilmotter.the guy wants to show up what he's able of. and, he thinks of designing a lovely window where option price would display.he has read on Qt and wants to try it....

<t>QuoteOriginally posted by: GovertIf you are able to expose or wrap your C++ API as a C interface (using your own struct / data types is no problem), then interop via P/Invoke is very easy, fast and reliable. And there are lots of resources on the web.I ve never tried it but yet another option wou...

<r>You will have to use the Microsoft specific C++ language extensions in order to expose your C++ code to the .net runtime as common language runtime class library. Basically using Visual C++ create a new project: New->Project->Visual C++->CLR->Class Library.Here's an example:<URL url="http://msdn....

<r>QuoteOriginally posted by: Jim> I would recommend having a look at the TRNG library (<URL url="http://numbercrunch.de/trng/">http://numbercrunch.de/trng/</URL>) . It is well suited for multicore and also message-passing parallelism. When last I looked, the TRNG library only had the jump ahead imp...