CHAPTER 1
Essential C++

This chapter covers the fundamental requirements necessary to allow the reader to get up and running building quantitative models using the C++ programming language. This introduction is in no way intended to be an in-depth treatment of the C++ programming language but more an overview of the basics required to build your own efficient and adaptable programs. Once the key concepts have been developed, object-oriented principles are introduced and many of the advantages of building quantitative systems using such programming approaches are outlined. It is assumed that the reader will have some prerequisite knowledge of a low-level programming language and the necessary computation skills to effectively grasp and apply the material presented here.

1.1 A Brief History of C and C++

C is a procedural1 programming language developed at Bell Laboratories between 1969 and 1973 for the UNIX operating system. Early versions of C were known as K&R C after the publication of the book The C Programming Language written by Brian Kernighan and Dennis Ritchie in 1978. However, as the language developed and became more standardised, a version known as ANSI2 C became more prominent. Although C is no longer the choice of many developers, there is still a huge amount of legacy software coded in it that is actively maintained. Indeed, C has greatly influenced other programming languages, in particular C++ which began purely as an extension of C.

Often described as a superset of the C language, C++ uses an entirely different set of programming concepts designed around the Object-Oriented Programming (OOP) paradigm. Solving a computer problem with OOP involves the design of so-called classes that are abstractions of physical objects containing the state, members, capabilities and methods of the object. C++ was initially developed by Bjarne Stroustrup in 1979 whilst at Bell Laboratories as an enhancement to C; originally known as C with Classes. The language was renamed C++ in the early 80s and by 1998, C++ was standardised as ANSI/ISO3 C++. During this time several new features were added to the language, including virtual functions, operator overloading, multiple inheritance and exception handling. The ANSI/ISO standard is based on two main components: the core language and the C++ Standard Library that incorporates the C Standard Library with a number of modifications optimised for use with the C++ language. The C++ Standard Library also includes most of the Standard Template Library (STL); a set of tools, such as containers and iterators that provide array-like functionality, as well as algorithms designed specifically for sorting and searching tasks. C++11 is the most recent complete overhaul of the C++ programming language approved by ANSI/ISO on 12 August 2011, replacing C++03, and superseded by C++14 on 18 August 2014. The naming convention follows the tradition of naming language versions by the year of the specification's publication, although it was formerly known as C++0x to take into account many publication delays. C++14 is the informal name for the most recent revision of the C++ ANSI/ISO standard, intended to be a small extension over C++11, featuring mainly bug fixes and small syntax improvements.

1.2 A Basic C++ Program

Without doubt the best method of learning a programming language is to actually start by writing and analysing programs. Source 1.1 implements a basic C++ program that simply outputs a string of text, once the program has been compiled and executed, to the console window. Although the program looks very simple it nevertheless contains many of the fundamental components that every C++ program generally requires.

Source 1.1: A basic C++ program

Statements beginning with a hash symbol (#) indicate directives to the preprocessor that initialise when the compiler is first invoked, in this case, to inform the compiler that certain functions from the C++ Standard Library must be included. #include <windows.h> gives the program access to certain functions in the library, such as SetConsoleTitle() whilst #include <iostream> enables console input and output (I/O). Typical objects in the iostream library include cin and cout which are explicitly included through the using statement at the top of the program. Writing using std::cout at the top of the program avoids the need to keep retyping std through the scope resolution operator (::) every time cout is used. For example, if we had not specified using std::cout we would have to explicitly write std in front of each usage throughout the program, that is:

Although in this case there are only two occasions where we need std, you can imagine how this could quickly clog up code for very large programs. Note also that all C++ statements must end with a semi-colon (;).

A commonly identified problem with the C language is the issue of running out of names for definitions and functions when programs reach very large sizes eventually resulting in name clashes. Standard C++ has a mechanism to prevent such a clash through the use of the namespace keyword. Each set of C++ definitions in a library or program is wrapped into a namespace, and if some other definition has an identical name, but is in a different namespace, then there is no conflict. All Standard C++ libraries are wrapped in a single namespace called std and invoked with the using keyword:

Whether to use using namespace std or explicitly state their use through using std::cout, for example, is purely a preference of programming style. The main reason we do not invoke using namespace std in our programs is that this leaves us the opportunity of defining our own namespaces if we wish and it is generally good practice to have only one namespace invocation in each program.

The main() function is the point at which all C++ programs start their execution even if there are several other functions declared in the same program. For this reason, it is an essential requirement that all C++ programs have a main() function within the body at some point in the program. Once the text is output to the console window, cin.get() is used to cause the program to pause so that the user can read the output and then close and exit the window by pressing any key. Technically, in C or C++ the main() function must return a value because it is declared as int i.e. the main function should return an integer data type. The int value that main() returns is usually the value that will be passed back to the operating system; in this case it is 0i.e. return 0 which indicates that the program ran successfully. It is not necessary to state return 0 explicitly, because the compiler invokes this automatically when main() terminates, but it is good practice to include a return type for all functions (including main()).

1.3 Variables

A variable is a name associated with a portion of memory used to store and manipulate the data associated with that variable. The compiler sets aside a specific amount of memory space to store the data assigned to the variable and associates the variable name with that memory address. As the name implies, variables can be changed within a program as and when required. When new data is assigned to the same variable, the old data is overwritten and restored in the same memory address. The data stored in a variable is only temporary and only exists as long as the variable itself exists (defined by the scope of the variable). If the data stored in a variable is required beyond its existence then it must be written to a permanent storage device, such as a disk or file.

A variable name can be any length and composed of lower and upper case letters, numbers and the underscore (_) character, but keep in mind that variables are case-sensitive. In practice, a programmer will usually develop their own variable naming convention but bear in mind that C++ reserves certain keywords for variable names so try not to clash with these. Table 1.1 shows a list of reserved C++ keywords.

Table 1.1 Reserved C++ keywords

There are sevenal built-in data types...