MET CS 563 Software Development with C++ for Mathematical Finance --  Spring 2010

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Programs written in standard C++ (should) run in any environment (Unix, Linux, Windows, etc.), i.e. the programs are portable from one environment to the other. However each environment also has its additional specific features that to not port kindly to a non-native place. The situation with compilers is similar as they are usually written with a particular environment in mind. Therefore, to make our life easier, we will all use the same compiler-- Microsoft Visual C++ Express 2008, a free download from . This will give us more time to focus on concepts and problem solving as opposed to arcane system details.

If you are used working with another compiler this is fine too—just make sure that all files you submit use standard language and do not contain any system specific features.  

Horsmann maintains a web page for working with different compilers that I recommend for further reading (