The focus in this article is to discuss the library and how it works. This is the Boost.Function library that allows developers to define generic function objects which can then be instantiated and subsequently invoked. The Boost.Function LibraryIn this article we give an introduction to one of most applicable (and at the same time, one of the easiest to understand) libraries in Boost.
M2 and dim3 full#
Here is the full and well-documented source code:
M2 and dim3 code#
The example we give is C++ code to calculate the value of pi (approximately 3.1415 for most quants). Most Boost libraries are header only so as developer you do not normally have to worry about linking libraries into your project. In this case we give an example from the Random library that provides generators for producing random numbers. We conclude this introduction with some code. Statistical distributions and special functions.Numerical linear algebra routines with uBLAS.Solving n-factor Black Scholes PDE with multi_array and finite differences.In subsequent articles we shall discuss some specific Boost libraries and their applications in computational finance: Furthermore, it also gives them more time focus on their core business. In the past developers would have created their own C++ libraries for the above functionality but now that Boost has done it it relieves them of having to maintain proprietary libraries. We mention Smart Pointer, Thread, Date-Time, Serialization and Asio (portable networking) Utilities, miscellaneous and other libraries: many other useful libraries.Text and string processing: libraries that process, analyse and parse strings: StringAlgo, Tokenizer, Regex, Xpressive.Mersenne Twister), Accumulators (framework for statistical accumulators) gamma functions, Legendre polynomials), random number generation (e.g. Maths: Univariate statistical distributions (about 25), special functions (e.g.Data Structures: Complex structures that model geometrical and mathematical entities such as n-dimensional tensors, graphs and matrices (and matrix algebra).These are data types that improve the reliability or extend the functionality of existing C/C++ data types Data Types: data and number types: Tuple, Variant, Any, Rational, Integer, Interval.Libraries are: Function, Bind, Phoenix, Signals We can view these libraries as a generalization of and improvement on the use of function pointers in C. Higher-Order Functions: define function types as objects.I have conveniently grouped the individual libraries into the following categories and I give some libraries in each category that I find useful: The Boost libraries make use of templates and in this sense the generic programming model (GP) plays a more important role than the more traditional object-oriented programming (OOP) model. More Boost libraries are proposed for TR2. C++0x will also include several more Boost libraries in addition to those from TR1. Ten Boost libraries are already included in the C++ Standards Committee's Library Technical Report (TR1) and will be in the new C++0x Standard now being finalized. We aim to establish "existing practice" and provide reference implementations so that Boost libraries are suitable for eventual standardization. The Boost license encourages both commercial and non-commercial use. Boost libraries are intended to be widely useful, and usable across a broad spectrum of applications. We emphasize libraries that work well with the C++ Standard Library.
M2 and dim3 portable#
Part of the mission statement on reads:īoost provides free peer-reviewed portable C++ source libraries.
M2 and dim3 software#
There are approximately 90 libraries in Boost at the moment of writing and each one is focused on a particular aspect of software development. In this article we give an overview of the Boost C++ libraries ( and we discuss their applicability to certain problems in computational finance. Part I - Introduction and Initial Examples