May 16th, 2008, 11:55 am
hiI have been working with C++ for 1 year by now. And I have been enjoying it!I am currently working around with pricers in Quantlib after practicing Templates,STL & few design patternsAlso worked with DanielDuffy's codeNow , I have also picked up some VBA down the road (recording Macros, writing UDF & simple Subroutines etc.)But I dont find it exciting & useful the way C++ seems to be. For implementing simple algorithms, multiple SUBS are written. And the code seems quite cumbersume & no ObjecOriented support for code reuseSo, what is the advantage of VBA over C++ in quant work? Also, what are the types of tasks where VBA could be preferred over C++I am not sure if quants really use VBA for solving PDEs, heavy Monte Carlo runs etc.Still, the fact is recruiters consider VBA as an important skill.......to what extent??