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We then design the software using generic underlying types. When we wish to work with specific data types we instantiate or clone the software entity by replacing the generic types by these specific types. The compiler takes care of these replacement issues and it checks that the specific data types satisfy the interface requirements demanded by the generic type. Suppose that we wish to define a function that calculates the maximum of two numbers.

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Fortran achieves this level of reusability by the use of subroutines and modules. A module is a function that produces output from input. It is not a member function of a class and hence we do not need to create an object in order to use it. Object-oriented purists may frown on this approach but my answer would be: not everything is, or needs to be an object.

Structured Finance, Lecture 5 - Securitization

We have applied the modular paradigm to quantitative finance applications in Duffy It may not be the most elegant and usable language out there but — all things being equal — it is the most flexible and adaptable language. Accepting this fact, and the fact that so many people wish to learn the language and learn it well I have decided to write this book.

Structured Finance: The Object Oriented Approach Story - Lost books Text

I hope that it will help you in your career. The ISO standard see Kitchenham and Pfleeger, is a description of a set of characteristics that measures the quality of software products. We discuss them because they are very useful in all phases of the software development lifecycle in particular, business modelling and not just in the more solution-dependent stages such as design, coding and maintenance.

In fact, many managers think in term of these characteristics, albeit implicitly. Furthermore, each characteristic has several sub-characteristics. The six characteristics are: r r r r r r Functionality Reliability Usability Efficiency Maintainability Portability Functionality refers to the capability of a system in fact, the software that implements the system to satisfy user needs.

These needs may be explicitly stated but they can also be implicit. This characteristic has five sub-characteristics: r r r r r Suitability: this has to do with functions for specified tasks and their appropriateness for their tasks Accuracy: this has to do with the problem of producing correct and agreed results or the agreed effect Interoperability: this has to do with the ability to interact with other systems.

An important precondition is that the systems are predefined Compliance: this sub-characteristic refers to whether the system adheres to standards and conventions such as regulations, domain-related standards and the law Security: this has to do with the ability of the system to prevent unauthorised access, whether it be deliberate or accidental Reliability is concerned with how a system maintains a given level of performance over some given period of time.

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We must also state the conditions under which the system performs This characteristic has three sub-characteristics: r r r Maturity: has to do with the frequency of failure in the system. Most failures are caused by so-called faults Fault tolerance: refers to the ability of the system to maintain a specified level of performance.

We must specify the duration of time in which that level is to be maintained. Disturbances compromise this level of performance. These disturbances are caused by software faults and bad interfaces, for example Recoverability: this refers to the capability to re-establish previous levels of performance. Of course, there are many kinds of users of a system and each one has a definition of usability. For example, there are both direct and indirect users of the system.

It is important to define what developers, managers and users of the software mean by usability. This characteristic has two sub-characteristics: r r Time behaviour: this is related to response and processing times Resource behaviour: has to do with the amount of resources needed to perform functions. This sub-characteristic is also concerned with how long the resources are held while performing the functions Maintainability refers to the effort needed to make specified modifications.

These modifications may include corrections, improvements or adaptation. In general, modifications are caused by changes in the environment and by changes to requirements and functionality. This characteristic has four sub-characteristics: r r r r Analysability: the effort needed for diagnosis or deficiency detection. We wish to detect the causes of failure in this case and to identify parts of the system requiring modification Changeability: this is related to the effort that is needed for modification, fault removal or environmental change Stability: the risk of unexpected effect of modification.

This is the sub-characteristic that gives managers and project leaders nightmares. The end-result is a tightly coupled set of object networks that can and usually does lead to huge maintenance problems Testability: the effort that is needed to validate the modified software or the effort that is needed to test it Portability refers to the ability of software in a system to be transferred from one environment to another environment. This includes organisational, hardware and software environments. This characteristic has four sub-characteristics: r r r r Adaptability: the opportunity for adaptation of software to different specified environments.

This implies that no other actions should be applied or changes made Installability: the effort needed to install software in a specified environment Conformance: does software adhere to standards or conventions? Replaceability: the opportunity and effort of using software in place of other software in the same environment.

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This sub-characteristic may also include attributes of both installability and adaptability 1. Finally, we gave an introduction to the ISO standard that describes the quality of software products. Just like my car or washing machine, we wish to create software applications that are extendible and easy to maintain and of course, fast. We realise the first two requirements by improving design and programming skills while the third requirement can be realised by a clever synergy between software and hardware.

Which programming language s are you using at the moment? What are the three most important ISO characteristics in general in your opinion? We concentrate on the steps that you need to carry out in order to create an executable file. In this chapter both the code and the examples are simple enough to be understood by a reader with some knowledge of programming. Only when all compiler and linker errors have been resolved can we run our program.

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The program structure in later chapters will be the same as the structure in this chapter except that we shall have more include and code files residing in various directory locations. The sentences in the language must conform to rules as described by the specification of the language. It translates this code in a series of steps to a form that can eventually be executed in a computer.

Basically, it translates human-readable text into machine-readable code. This is a very simplistic explanation but it is reasonably accurate.

These two files are called the header and code files. Summarising: r r Header file: contains declarations of all functions sometimes called function prototypes and data Code file: the file containing the actual body of all functions and the initialised data from the header file There are variations on, and exceptions to this basic strategy but these will be discussed later.

We do not wish to address these issues yet. In general the header file contains the declaration of all functions and data that we are going to use. In the case of functions we define the signature of a function as consisting of: r r r Its name Its return type Its input arguments also called input parameters In the case of data we need: r r The name of the data called the variable name The type of the data this could be a built-in type or a user-defined type Let us take an example. In this case we wish to find the maximum or minimum of two or three numbers.

These functions are useful when we define payoff functions for one-factor and two-factor options. You need to learn how each specific compiler vendor defines how to search for include files. We now discuss how to use these functions in an application. To this end, we create a program that uses these functions.

Of course we must include the header file Inequalities. Second, the file Inequalities. How to do this is implementation-dependent. The source code for the program with file name TestInequalities. This is not much more difficult than in the previous section and in this case we use three files: r r r Header file describing the class members data and functions Code file containing the bodies of member functions File containing the test program The situation is somewhat more complicated now because we have to use several header and code files from different sources, some of which may be from external vendors and directories.

The situation is depicted in Figure 2. This is the critical part of the process and the part that goes wrong for many novices. There are two main issues, namely including the header file for a remote file and second adding the. Let us take an example. The include directives look like: include "datasimdate.

Then the system will look there and find the file. Second, we have to open the code file for the date class and add it to the project. The last part directories D3 is easy because this is the current working directory and no additional include directories need be specified in the project properties.

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However, you do need to add the code file to the project. Having done all this, you can build and run the project, assuming that you have not any compiler errors. Of course, you may get warnings and you should study them very carefully. Function declarations.

Duffy" ; Person dd myName, myBirthday ; dd. Instead of having to work with specific and hard-wired entities we can create types. Of course, templates will be discussed later in this book but the focus here is on showing what needs to be done to compile, link and run programs that use template classes and functions. Templates are trickier because we must include the file whatever its name may be that contains the bodies of the functions that we are calling.

In order to motivate templates we wish to make the functions in section 2. To this end, we copy the original header and code files and we add some new syntax to signal that the functions now depend on a generic type. What do these messages mean?

How do I resolve these messages? What we need to do is to remain calm and collected and think about what is really happening. Errors arise in different places and for different reasons. We attempt to categorise these errors and give some typical examples in the hope that you will be able to resolve them quickly and efficiently. It does not do any harm to actually read and try to understand compiler errors, no matter how cryptic they might be.

In this regard you need to plod on until you have no more syntax errors. The second category E2 produces errors for a number of reasons, some of which are: E2. Problem E2. Finally, do not forget that many compiler errors are caused by typing errors. The modules comprising a program need not all be compiled at one time.


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Normally the source text is kept in separate files and precompiled routines may be loaded from libraries. So basically, in the linkage phase we need to associate all the identifiers originating from separately compiled translation units.