Profiling: Establishing a baseline

When we do optimizations and refactoring we want meassure the effect of the changes that we do. There can be many ways of doing it, ranging from using a stopwatch to record the execution time to using sophisticated tools to measure performance. The approach I describe here is somewhat in the middle. It requires some manual work comparing and judging results and utilises automation to obtain the data to compare. While working my way through the book: C++ Design Patterns and Derivatives Pricing, I needed to establish a performance baseline to compare the different implementation. A nice implementation should not…
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Reading C++ Design Patterns and Derivatives Pricing

Reading about the use of Design Patterns in software makes us able to apply them in our own work. The book “C++ Design Patterns and Derivatives Pricing” by Mark S. Joshi, takes us on a tour of applying design patterns in the financial domain. The book is well written, its target audience is for people with a non computer science background who write C++ programs for modelling financial products. The book takes you from writing a procedural program for monte carlo simulation of a simple financial product, to a well organised Object Oriented program that makes use of Design Patterns….
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