From: dominic.connor on
{ obvious answers apply: FAQ, newsgroup archives, www.accu.org, please
try not to repeat them. thanks. -mod }

I'm running a C++ for quants course soon, and it occurs to me that I
haven't got a book recommendation for STL. The target audience is
people who've bumped into vector, and have some schematic knowledge of
templates, but are not experts. (else they'd be training me).

I have some old STL books, and some that deal with slightly more
advanced issues, but have yet to see a tutorial book that I actually
like.
I also review C++ books for The Register (www.theregister.co.uk)
(someone has to), so if there is such a thing, I'll write it up for a
larger audience.

DCFC the pimp


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From: Thomas Tutone on
dominic.connor(a)gmail.com wrote:

> I'm running a C++ for quants course soon, and it occurs to me that I
> haven't got a book recommendation for STL. The target audience is
> people who've bumped into vector, and have some schematic knowledge of
> templates, but are not experts. (else they'd be training me).
>
> I have some old STL books, and some that deal with slightly more
> advanced issues, but have yet to see a tutorial book that I actually
> like.
> I also review C++ books for The Register (www.theregister.co.uk)
> (someone has to), so if there is such a thing, I'll write it up for a
> larger audience.

The obvious answer is The C++ Standard Library: A Tutorial and
Reference by Nicolai M. Josuttis. It is the benchmark against which
all others need to be judged. There are other decent books, like Scott
Meyers' Effective STL, but they are not a substitute for the foundation
provided by Josuttis' book.

Best regards,

Tom


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From: ikinal on

Thomas Tutone wrote:
> dominic.connor(a)gmail.com wrote:
>
> > I'm running a C++ for quants course soon, and it occurs to me that I
> > haven't got a book recommendation for STL. The target audience is
> > people who've bumped into vector, and have some schematic knowledge of
> > templates, but are not experts. (else they'd be training me).
> ...
>
> The obvious answer is The C++ Standard Library: A Tutorial and
> Reference by Nicolai M. Josuttis...

>Scott> Meyers' Effective STL,

Besides Josuttis {irreplaceable} and Meyers {very interesting}
there's a NEW book out that is perhaps a bit less intimidating
but still helpful. "C++ Standard Library Practical Tips"
by Greg Reese.

I like the style, and find it informative -- I've managed to learn
from it. I think it's level is what Dominic is looking for.

Good amount of code listings as well.

Ihor Kinal


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From: pookiebearbottom on
dominic.connor(a)gmail.com wrote:
> I'm running a C++ for quants course soon,

be sure to teach them that their main job is to get the numbers
correct!!

Just last week I saw two VERY smart Interest Rate quants arguing about
the underlying represenation of the their date structure should be.
When they finally asked my opinion, my answer was:

Does it matter as long as it works for you and it is fast enough? Let
me worry about this, and you do the "important stuff" (feeding the egos)


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From: dominic.connor on
> be sure to teach them that their main job is to get the numbers
> correct!!
It's a good point. Most quants have *no* CompSci background at all, and
often refer to programming as "trivial". Few programming texts talk
much about defensive programming, stuff like asserting values within
sanity bounds, or that the worst sort of bug is one that gives you
plausible, but wrong numbers. They know that an American option price
is always >= European, but clearly think I'm weird when I suggest you
put this stuff in as checks.

> Just last week I saw two VERY smart Interest Rate quants arguing
about
> the underlying represenation of the their date structure should be.

Oh, dear, I wonder if that's my fault...
Part of what I try to teach is looking at objects at multiple levels,
and I use the double/date as an example. An extra hassle of no CS
knowledge is that >75% of students turn up for a C++ course not knowing
what a stack is, or that a double is 8 bytes, and bits cause a few
vague looks as well.
50% of students have numerate PhDs, all have BSc/MSc in a math based
subject.
Yet explaining ** takes a surprising amount of time.
I had a "classical" training in programming where of course one tried
not to worry about low level representation, but a lot of people out
there aren't disregarding low-level issues, they are ignorant of them,
which is a different thing altogether.

It's so bad that I've had to start knocking up a rather rambling
"Computer Science For Dummies" document.
Please, someone tell me that there is a book already like this ?

DominiConnor
DCFC The Pimp


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