Last updated on 2018-12-16
About the Book
This is the diary of an experiment.
Over the course of 2018, I branched the code of the QuantLib library (an open-source library used for pricing financial instruments) and tried to start using C++11 features that we had, so far, avoided for compatibility with older compilers. A bit late to the party, I know, but financial institutions are not known for keeping abreast of the latest compiler releases.
Among the changes I applied were the use of new standard features instead of their Boost counterparts, the application of automated modernization rules with clang-tidy, and the setup of daily builds to ensure that the new code kept integrating the latest changes from the master branch (which remains the official one).
Not everything went according to plan. This book is the tale of what I did and of the problems I hit. Here's hoping that it can show you something useful for your own projects.
The contents of this book will be a revised version of the posts that appeared (and, as I write this, are still appearing) on my blog, Implementing QuantLib.
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