Financial Computing C++

objective

Design high-performance C++ quant components with predictable latency and numerical reliability.

workflow

1. define latency budget, precision requirements, and concurrency model.
2. implement pricing or risk kernels with explicit memory ownership.
3. add deterministic tests for edge cases and numerical boundaries.
4. profile cache behavior, branch patterns, and lock contention.
5. promote only after stress tests under production throughput conditions.

required diagnostics

• p50/p99 latency by function and code path.
• numerical parity versus validated reference implementations.
• allocator and object-lifetime diagnostics under load.
• contention and queue-depth behavior in multithreaded runs.
• fault-injection recovery behavior for feed and compute errors.