C++
The C++ was chosen as the coding language as it is a standard of quantitative finance (see [9] [22] [25]) It is also robust, fast, with large numbers of open source projects providing efficient numerical routines.
Design patterns
see Design patterns
Compiler
We use g++ from GNU Compiler Collection version 6.4. We compile our code with following flags:
std=c++17 pedantic to ensure the compliance with other compilers, Wall and Wextra simply because it is a good practice; 03 No issues with optimization found.
