I recently started learning C++, with a view to QF jobs.Till now, I have been using C, shell scripting etc. For numerical stuff, I use GNU Scientific Library (GSL). I want to try doing what I am doing in C in C++, so that I learn (C++) faster. But I dont want to loose efficency in my research work, and so, for example, writing libraries for linear algebra myself is not an option. Are there things as nice as GSL for C++? If you have used some such thing, then how much time did it take you to get comfortable with it? To see what GSL can do, click on the link above; it will take you to the table of contents of its reference manual.

have you looked at quantlib (www.quantlib.org)?

>> Are there things as nice as GSL for C++?You'll find links to dozens of C++ libraries at Object-oriented NumericsExcept for newmat I haven't used any of them (I prefer GSL for Visual C++) but if you browse this forum you'll see many threads discussing TNT, Blitz, MTL, Lapack++, etc.