C++11/14 what do we need to know?

[Andy Nguyen]

According to http://en.wikipedia.org/wiki/C++14, C++14 is the informal name for the most recent revision of the C++ ISO/IEC standard, formally "International Standard ISO/IEC 14882:2014(E) Programming Language C++". C++14 is intended to be a small extension over C++11, featuring mainly bug fixes and small improvements.

There aren't many college courses focusing on the modern functionalities of C++14, so I'm very interested in knowing if there are any specific features that would allow us to apply to finance applications much more efficiently.

The topic was brought to my attention by @JLMARTIN who completed the C++ online certificate (by @Daniel Duffy) and now seek to go to the next level.

 

[MiloRambaldi]

Some things that I've found useful from C++11:

1. boost::thread has been incorporated into the standard (i.e. std::thread), and even a bit of added language support.
2. Language support for lambda expressions! (I'm not sure how it compares to boost::lambda but I would assume much better.)
3. Range based for loops.
4. New convenient initializers.

I'm sure there is more. 1-3 were already part of C# (not sure how the threading compares between them).

 

[Daniel Duffy]

yeah, I do the C++11/14 stuff.

1) Syntax course advanced

http://www.datasimfinancial.com/course_detail.php?courseId=62

1) C++11 for computational finance

http://www.datasimfinancial.com/course_detail.php?courseId=8

3) C++ 11 Fundamentals
http://www.datasim.nl/Education/CourseDetails.asp?CategoryID=CPP&CourseID=CPP-F
//
The 2nd edition "Financial Instrument Pricing in C++ 2004" (now C++11) is due Q2 2015.

// Knowing C# can be helpful (lambdas, tuples, delegates) for sure.

 

[Daniel Duffy]

Some things that I've found useful from C++11:

1. boost::thread has been incorporated into the standard (i.e. std::thread), and even a bit of added language support.
2. Language support for lambda expressions! (I'm not sure how it compares to boost::lambda but I would assume much better.)
3. Range based for loops.
4. New convenient initializers.

I'm sure there is more. 1-3 were already part of C# (not sure how the threading compares between them).

1. C++ concurrency.
2. Boost lambda is deprecated, even in Boost. BTW Boost Phoenix I suspect as well..

The reference book by Nicolai Josuttis is very good IMO.

 

[JLMARTIN]

yeah, I do the C++11/14 stuff.

1) Syntax course advanced

http://www.datasimfinancial.com/course_detail.php?courseId=62

1) C++11 for computational finance

http://www.datasimfinancial.com/course_detail.php?courseId=8

3) C++ 11 Fundamentals
http://www.datasim.nl/Education/CourseDetails.asp?CategoryID=CPP&CourseID=CPP-F
//
The 2nd edition "Financial Instrument Pricing in C++ 2004" (now C++11) is due Q2 2015.

// Knowing C# can be helpful (lambdas, tuples, delegates) for sure.

@Daniel Duffy any course on distance learning?

 

[Daniel Duffy]

@Daniel Duffy any course on distance learning?

Hi JL,
If there was enough interest I would certainly consider it. What scope?

 

[JLMARTIN]

That's a good question @Daniel Duffy

after a couple of days browsing the internet, I've found these two links that I find pretty interesting

http://www.artima.com/shop/overview_of_the_new_cpp
http://www.kdab.com/tocs/Qt5/whats-new-in-cxx11-TOC.pdf

For me, both of them assume attendees already have certain c++ knowledge (c++98 I guess) but are not oriented to finance.

Nevertheless, your course of c++11 applied to finance is... awsome!

 

[Daniel Duffy]

That's a good question @Daniel Duffy

after a couple of days browsing the internet, I've found these two links that I find pretty interesting

http://www.artima.com/shop/overview_of_the_new_cpp
http://www.kdab.com/tocs/Qt5/whats-new-in-cxx11-TOC.pdf

For me, both of them assume attendees already have certain c++ knowledge (c++98 I guess) but are not oriented to finance.

Nevertheless, your course of c++11 applied to finance is... awsome!

Hi JL,
I do the syntax/language features as well

The interesting part is the application. If you have done my QN C++ you won't have many difficulties!

hth

 

[Daniel Duffy]

For the QN C++ students who know my previous lattice code, here is a sample chapter on the new approach in C++11 and Layers design.