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Practical C++ Financial Programming by Carlos Oliveira

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CHAPTER 17

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Multithreading

C++ applications are used in contexts where computational performance has great importance. The need for performance is even more prominent in financial applications such as high-frequency trading, where the difference between profit and loss may be just a few microseconds away. In such cases where performance is a requirement, it is very important to take advantage of the resources made available in modern CPUs (central processing units). In particular, multicore processing is one of the main features provided by new CPUs, with the number of available cores constantly increasing along with the complexity of chips.

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