An ancient reference w.r.t. C++, using ancient compilers, supplying examples using non-standard C++ (e.g. headers such as minmax.h
)
Note that the book you are mentioning, C++ Design Patterns and Derivatives Pricing (M.S. Joshi), was first released in 2004, with a subsequent second edition released in 2008. As can be seen in the extract below, the examples in the book relied on successful compilation on ancient compiler versions (not so ancient back in 2004, but still far from recent versions).
Appendix D of the book even specifically mentions that the code examples covered by the book may not be standard-compliant, followed by the pragmatic advice that "[...] fixing the problems should not be hard" [emphasis mine]:
The code has been tested under three compilers: MingW 2.95, Borland 5.5, and Visual C++ 6.0. The first two of these are available for free so you should have no trouble finding a compiler that the code works for. In addition, MingW is the Windows port of the GNU compiler, gcc, so the code should work with that compiler too. Visual C++ is not free but is popular in the City and the introductory version is not very expensive. In addition, I have strived to use only ANSI/ISO code so the code should work under any compiler. In any case, it does not use any cutting-edge language features so if it is not compatible with your compiler, fixing the problems should not be hard.
The compiler releases listed above are very old:
Much like any other ancient compiler it is not surprising that these compilers supplied non-standard headers such as minmax.h
, particularly as it seems to have been a somewhat common non-standard convention, based on e.g. the following references.
Alternative references for the C++ language
Based on the passage above, the book should most likely be considered primarily a reference for its main domain, quant finance, and not such much for C++, other than the latter being a tool used to cover the former.
For references that are focusing on the C++ language and not its application in a particular applied domain (with emphasis on the latter), consider having a look at: