Types and Interfaces

Tom Hyer

Chapter 3 in Derivatives Algorithms:Volume 1: Bones, 2015, pp 17-46 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Some of the code we must produce is nearly independent of the task at hand: the jobs of translating inputs to our own formats, storing and fetching highlevel objects, and communicating error messages are all crucial (though each single instance of doing so is less than fascinating). Our first task is to create a supporting system to allow these jobs to be done well, with minimal unnecessary work and boilerplate code.

Keywords: Derivatives; Quantitative; Numerical; Code Generation; C++; C++11; Algorithms; Coding; Protocols; Interfaces; Persistence; Indices; Underdetermined; Multiple Dispatch; Extensibility (search for similar items in EconPapers)
Date: 2015
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