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.
The Leanpub 45-day 100% Happiness Guarantee
Within 45 days of purchase you can get a 100% refund on any Leanpub purchase, in two clicks.
See full terms
Free Updates. Free App. DRM Free.
If you buy a Leanpub book, you get free updates for as long as the author updates the book! Many authors use Leanpub to publish their books in-progress, while they are writing them. All readers get free updates, regardless of when they bought the book or how much they paid (including free).
Most Leanpub books are available in PDF (for computers), EPUB (for phones and tablets), MOBI (for Kindle) and in the free Leanpub App (for Mac, Windows, iOS and Android). The formats that a book includes are shown at the top right corner of this page.
Finally, Leanpub books don't have any DRM copy-protection nonsense, so you can easily read them on any supported device.