Options and Derivatives Programming in C++20: Algorithms and Programming Techniques for the Financial Industry

Appendix A: Features of C++20

C++ is a language in constant evolution. Since the first release in the 1980s, new concepts and techniques that started as research topics became an integral part of the language. The latest revision of the C++ standard is C++20, which is itself a major addition to previous standards such as C++11, C++14, and C++17. These updates to C++ are already part of major compilers, so it is important to understand what these modifications bring for developers.

In this appendix, I will provide a summary of the most important changes introduced in these recent C++ standards. You will learn about the following topics:

• Auto-typed variables: A syntax that allows automatic type detection

• Lambdas: Creating functions in place and sharing ...