c++DRW IV#no HFT

Q: a vector needs to allocate N instances of Account but Account has no default ctor, but it just works. How does the compiler achieve it? (Actually it won’t compile if compiler can’t synthesize the no-arg ctor)
A: indeed the call to array new would prevent the vector concrete class from compiling due to SFINAE rule or something like that. (Java and c# would use type constraints instead.) The compiler must be using 2 separate lines – one to allocate raw memory, the other to initialize the object.

However, when is vector internal array allocated by array new? I discussed with Ashish but found no answer.

Q: why did you say you needed to write your own smart ptr?
A: super simple one, just to deal with some issue of the raw ptr… probably dangle pointer, by overriding the deref operator

Q: why would anyone use unique ptr when shared ptr is general purpose
A: threading…
A: some pointee objects are designed with sole-ownership

Q: is the lambda functionality doable in c++98? what is the c++98 equivalent?
A: some functor with a challenging syntax I can’t remember.

Q: OK you don’t use c++11 at work, but do you hack around at home?

Q: why is  the bid/ask spread much wider in options than the underlier?
A: must be the risk to the writer. Competition didn’t drive down the bid/ask spread like it did in FX and cash equities.
AA: delta hedge adjustment can’t be done every second. Before the next adjust, the risk to the writer (market maker and quoter) would be quite high.

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