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by Cuchulainn
September 17th, 2004, 4:25 pm
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

<r>On the pattern/shapes directory we have an incremental build up of patterns in a step-by-step fashion for classes Line, Circle etc. Once you understand this code you can easily use it for FE.Gammas's book is good but the C++ examples are either non-runnable or a bit 'naf'.Some articles on patters...
by Cuchulainn
September 17th, 2004, 2:18 pm
Forum: Programming and Software Forum
Topic: C++ made hard and confusing
Replies: 43
Views: 178678

C++ made hard and confusing

<t>Real men progarm in Fortran (a dying breed) I agree about template class debugging, a nightmare and it takes ages to get rid of that last compiler error. here's a good on that ltook me some TIME to debug:#include <map>#include <list>using namespace std;template <class T> class MyClass{private: ma...
by Cuchulainn
September 17th, 2004, 1:07 pm
Forum: Programming and Software Forum
Topic: C++ made hard and confusing
Replies: 43
Views: 178678

C++ made hard and confusing

One way to see if it compiles is to edit and compile and see if it compiles!It either compiles or it does not compile.
by Cuchulainn
September 17th, 2004, 12:16 pm
Forum: Programming and Software Forum
Topic: C++ made hard and confusing
Replies: 43
Views: 178678

C++ made hard and confusing

<t>A remark on the side ...As a piece of C++ history. This is the Cheshire Cat idiom of the late John Carolan, founder of Glockenspeiel Ltd. Dublin and the developer of the first C++ precompiler.This idiom is in Coplien's book.This idom is the basis for many Design Patterns, such as Strategy, Bridge...
by Cuchulainn
September 17th, 2004, 9:44 am
Forum: Book And Research Paper Forum
Topic: New Book - Financial Instrument Pricing Using C++ by Daniel Duffy
Replies: 78
Views: 209263

New Book - Financial Instrument Pricing Using C++ by Daniel Duffy

<t>There is a chapter in my book on AddIns that you can adapt for your own apps.Actuallym, at the moment we are working on a framework for developrs so that they can plug in their own libraries with the minimum of fuss under .NET. Then we will be able to quickly develop new models as quickly as poss...
by Cuchulainn
September 16th, 2004, 4:59 pm
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

<t>(Black Belt, 1st Dan)Design a simple Option Calculator using patterns. There are three main subsystems: Input: getting option parameters from a GUIConversion: calculating option price using Finite Differences, Monte Carlo or binomial method Display: present results in Excel, OpenGL and other medi...
by Cuchulainn
September 16th, 2004, 4:56 pm
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

<t>(Brown Belt)In many applications it is important to be able to create, structure and manage complex objects. An example in Financial Engineering is a Collateralized Debt Obligation (or CDO for short). A CDO can consist of other CDOs and other financial products. How would you apply the following ...
by Cuchulainn
September 16th, 2004, 4:56 pm
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

<t>(Blue Belt)We have an Asset class and an Option class that is subscribed to it. Zero or more options ‘watch’ an Asset object. Any change in the latter object should propagate to, and update all subscribed options (then the data remains consistent). Which pattern should you use and document it in ...
by Cuchulainn
September 15th, 2004, 2:26 am
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

<t>Now, patch 22 has the white belt. Again, congarts. Now for the Yellow and Orange in one set(Yellow Belt) How are design patterns documented? What are the three main design patterns categories? What is a Singleton pattern? (Orange Belt) What is the difference between Decorator and Proxy? What is t...
by Cuchulainn
September 15th, 2004, 2:21 am
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

Patterns for C++ were known from about 1990 i the early adopter community
by Cuchulainn
September 15th, 2004, 2:19 am
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

<t>Well done patch 22 , you are now white belt. We use design patterns because we can apply experience from previous software projects in new situations. A deisgn pattern is a like a recipe and GOF book describes the steps for each one.You can implement patterns in almost any language. Supporting in...
by Cuchulainn
September 14th, 2004, 2:15 pm
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

Well, this text was taken from our web site (BTW did I tell you about my book in 1995 that was translated into Romanian, you get a heatattack when in a bookshop in downtown Bucharest). Come on lad, what's the answer? Your white belt is waiting!
by Cuchulainn
September 14th, 2004, 2:03 pm
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

Yes, but we will come to POSA (Buschmann) when we get to BLACK BELT. GOF if from white belt up to brown belt.Anyone going to have a shot at the questions? then we can move on to yellow belt
by Cuchulainn
September 14th, 2004, 1:52 pm
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

<t>I actually had him as a reference and then took him out because what he is doing is not (yet) mainstream. Many commercial compilers are unable to compile his code.Somewhere else I have comments on this book.One of my students in London looked at page xi of the Foreward of Alex. book and was immed...
by Cuchulainn
September 14th, 2004, 11:30 am
Forum: Programming and Software Forum
Topic: QUIZ: Design Patterns for Financial Engineering
Replies: 36
Views: 177096

QUIZ: Design Patterns for Financial Engineering

<t>Test your Knowledge of Design PatternsSummary This note represents a set of questions (from the author) to test your knowledge of the famous Design Patterns by Eric Gamma and colleagues. It tests your insights and theoretical knowledge of patterns. The proof of the pudding is when you have implem...