One of the advantages of code implemented in C++ is that it can be used as part of native libraries or stand-alone applications and also integrated as a component of other development and modeling environments. In the financial industry, for instance, it is common to have lower-level modules implemented in C++, with high-level analysis being performed in more user-oriented environments such as Excel, Mathematica, Matlab, Maxima, R, and Octave.
When using a high-level data analysis environment, it is crucial to have numeric results that are identical to the ones achieved ...
