Software Interoperability in Computational Finance, Part I: Foundations for Applications Using C++11 and C# in the .NET Framework | Zendy

Duffy Daniel J. | Zendy; Katajamäki Mikael | Zendy

Open Access

Software Interoperability in Computational Finance, Part I: Foundations for Applications Using C++11 and C# in the .NET Framework

Author(s) -

Duffy Daniel J.,

Katajamäki Mikael

Publication year - 2018

Publication title -

wilmott

Language(s) - English

Resource type - Journals

eISSN - 1541-8286

pISSN - 1540-6962

DOI - 10.1002/wilm.10692

Subject(s) - interoperability , computer science , reuse , code reuse , code (set theory) , programming language , software engineering , software , database , operating system , engineering , set (abstract data type) , waste management

This paper is the first in a series of two papers on the design of software systems in computational finance. Both papers are concerned with applications using a combination of C++, C#, and C++/CLI in the Microsoft .NET Framework. In this first paper we discuss how to write and reuse code that has been written using a mixture of native C++, C#, and C++/CLI. In particular, we can call native C++ code from C# and we can call C# code from native C++. The language that makes this level of interoperability possible is C++/CLI.

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