Skip to content

Example source code, notes, and errata for _Learning Modern C++ for Finance_, by Daniel Hanson (O'Reilly)

License

Notifications You must be signed in to change notification settings

QuantDevHacks/LearningModCppFinance

Repository files navigation

LearningModCppFinance

Example source code, notes, and errata for Learning Modern C++ for Finance, by Daniel Hanson (O'Reilly) <Currently under construction>

Update

Zip files containing the Boost header files, the Eigen library, and the reference implementations of mdspan, submdspan, stdBLAS, and mdarray have been uploaded in respective folders in the repository. The Boost version is 1.78.0, and the code will compile and run with this version, but there is a later version available on Boost.org. You can also get the Eigen library from their website https://eigen.tuxfamily.org/index.php?title=Main_Page if you wish, which may contain subsequent updates. Finally, mdspan, stdBLAS et al are in the stdBLAS folder. This will work with the sample code in the book, but there may also be update in the Kokkos GitHub repository cited in the book. These are included here for convenience, but if you want the more recent versions, please refer to the respective websites/repositories.

About

Example source code, notes, and errata for _Learning Modern C++ for Finance_, by Daniel Hanson (O'Reilly)

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published