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- (code CPP11SEM)

The goal of this intensive one-day seminar is to introduce the most important features in the most recent version of the C++ programming language, how it improves the current version of the language and how these new features can have a positive impact on developer productivity and the flexibility of computational finance applications.
The course also discusses how the new features can be applied to help create efficient and maintainable software systems.
For whom it this Course: Course Benefits
At the end of this course you will appreciate the applicability of C++ 11 to computational finance. Thus, the course is for all finance people who are directly and indirectly involved with the creation, maintenance and extension of applications in computational finance, for example, front-office and middle-office analysts and developers. The seminar is also suitable for IT developers who develop in C++.
The benefits of the course are:
  • Get a complete overview of C++ 11 in one day; code demos
  • Using C++ 11 in applications
  • How C++ 11 support multi-paradigm programming models
  • Next-generation design patterns
  • Applications: PDE and Monte Carlo models
  • Improving performance and efficiency
 
Subjects Covered
  • A complete overview of C++ 11
  • Core language usability enhancements
  • Core language functionality improvements
  • C++ standard library changes
  • Essential, non-essential and nice-to-have features
  • C++ 11 for new applications: the optimal mix
  • C++ 11 for legacy systems
  • C++ 11 and Design Pattern (GOF) reengineered
  • What is the relationship with Boost C++ libraries?
 
What do you receive?

Course Contents

The course has two main parts; the first part introduces new C++ 11 languages and improvements on the current standard while the second part discusses how to apply the features to legacy and new applications in computational finance.
Core Language Usability Enhancements
  • Lambda functions and expressions
  • Object construction improvement
  • Null point constant
  • Strongly type enumerations
  • Alias templates
 
Core Language Functionality Improvements
  • Variadic templates
  • Multithreading memory model
  • Thread-local storage
  • Static assertions
  • Explicitly defaulted member functions
 
C++ Standard Library Changes
  • Tuple
  • Threading and concurrency
  • Bind
  • Extensible random number facility
  • Statistical distributions
  • Polymorphic wrappers for function objects
  • Hash tables
 
C++ Run-time Performance Enhancements
  • Rvalue references
  • Move constructors
  • C++ 11 and plain old data
 
C++ 11 for new Applications: the optimal Mix
  • Defining the trade-offs
  • Get it working, then get it right
  • Strategies for new applications
  • Strategies for legacy applications
 
C++ 11 and Design Patterns
  • Analysis/critique of the GOF patterns
  • Migrating to Design Patterns, new wave
  • Examples and applications
  • Advantages of the new design patterns
 
C++ 11 and Boost
  • Venn diagram: commonality and differences
  • Combining Boost and C++
  • Next-generation Design Patterns
  • Next-gen and application development
 
Prototype Applications
  • Portable PDE/FDM code
  • Parallel Monte Carlo engine
  • Linear and non-linear system solvers
 

Prerequisites

It is assumed that you have a reasonable knowledge of C++.

Duration, price, date, locations and registration

Course duration: Distance learning.
You study in your own pace. Under normal circumstances, this should take you between 1 and 1.5 years to complete.
Course price: Free.
Dates and location: (click on dates to print registration form)


Date(s) Location Price Language
No dates yet.

This course can be organised on-demand. Call Datasim (+31-72-2204802) or for more information about the possibilities.



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