C++ Internals

What Does virtual Cost?

Difficulty

Asked at Chicago Trading Company, Headlands Technologies

Read the problem, hints and solution here. The editor needs a bigger screen: open this page on a laptop to write and run your code.

"xx xxxxxxx xxxxxxx xxxx xxx xxxxxxx xxxx" xx x xxxxxxxx xxx xxxx xxxx xx xxx-xxxxxxx xxxxx, xxx xxxxxxxxxxxx xxxx xxxxxx xxxx xx xxxxxxxx xxxx. xxx xxxxxx xxxxxx xxxxxx xxxx xxxxx xxxx xx xxxxx xxx xxxxxxxxxxxx, xxx xxxx xxxx xxxx.

xxxxxxxxx xxx xxxx xxx-xxxxxxxxxx xxxxxxx xxxx xxxxxx xxxxx xxxxxxxx xxxxxxxxxx. xxx xxxxxxxxxx xx xxxxxxx (xxxxxx xx xxxxx, xxxxxxxxxx xx xxxx):

xxxxxxx xxxxxx: xxx * (xxxx - xxxxxx)
xxxx xxxxxx: xxx * xxx(xxxx - xxxxxx, x)

xxx xxxxx xxxxxxxxxx, xxxxx xxxxxxxxx xxx xx xxx xxxxxx:

x. xxxxxxx xxxxxxxx: xxxxxxxxxxxxx xxxx xxxx x xxxx xxxxxxx xxxx xxxx xxxxx(xxxx xxxx xxxx) xxxxx, xxxxxxxxxx xx xxxxxxxxxxxxxx xxx xxxxxxxxxxx. xxxxxxx xxxx xxxx xxxxxxxx. x. xxxx xxxxxx xxxxxxxx: xxxxxxxxxx<xxxxxxx>::xxxxx(xxxx) xxxx xxxxxxxx xx xxx xxxxxxx xxxxx'x xxxxxx(xxxx) xxx xxxxxx_xxxx, xxxx xx xxxxxxx xxxxxxxx xx xxx xxxxxxxxx. xxxxxxxxx xxxxxx xx xxxxxxxxxxx xxx xxxxxxxx. x. xxx::xxxxxxx xxxxxxxx: xxxxx_xxx(xxxxx xxxxxxxxx&, xxxx xxxx) xxxx xxx::xxxxxxx<xxxxxxxxxx, xxxxxxx> xxxxx xxx::xxxxx.

xxx xxxxx xxxx xxxxxxx xxxxxxxxx xxxxxxx xx xxxxxxxxx xxxxxx; x xxxxxx xxxx xxxx x xxx-xxxxxxxxxx xxxxxxxx xxxx xxxxxxx xxxxx xxxxxxxxx xxx xxxxxxxx xxx xxxx. xxxxxxx xxxxxx xxxx xxxxxx x xxxxxxxxxx xxxx xxx xxxxxx xx xxxx xx xxxxxxx xx xxxxxxxxxx xx-xxx xxxx: xxxxxx(xxxxxxxxxxxxxx) > xxxxxx(xxxxxxxxxxx), xxxxxxx xxx xx xxxx xxxxxxx x xxxx xxx xxx xxxxx xx xxx xxxx xxxxx.

xxxxxxxx

[]{ xxxxxxxxxxxxxx x(xxx, x); xxxxxxxxxxx xx(xxx, x); xxxxxxxxxxx xx(xxx, x); xxxxx xxxxxxxxxxxxx* xxxx[] = {&x, &xx, &xx}; xxxx xxxx xxxxx = x; xxx (xxxx xxxx xxxx = xx; xxxx <= xxx; xxxx += xx) { xxx (xxxxx xxxxxxxxxxxxx* x : xxxx) xxxxx += x->xxxxx(xxxx); } xxxxxx xxxxx; }()
// xxx  (xxxx xxxxx xxxxxx xxxxxx x xxxxxxx xxx xxx xxxxx xxxxxxx xxxx xxxxxxxx)

[]{ xxx::xxxxxx<xxxxxxxxx> xxxx; xxxx.xxxx_xxxx(xxxxxxxxxx(xx, x)); xxxx.xxxx_xxxx(xxxxxxx(xx, xx)); xxxx xxxx xxxxx = x; xxx (xxxx xxxx xxxx = xx; xxxx <= xx; xxxx += x) { xxx (xxxxx xxxxxxxxx& x : xxxx) xxxxx += xxxxx_xxx(x, xxxx); } xxxxxx xxxxx; }()
// xxx  (xxxx xxxx xxxxxxx xxx::xxxxx)

xxxxxxxxxxx

xxxxxxx xxxx xxxx; xxxx xxxx xxxxxxxxxx. xxxxxx xxxx xxxxx xxxxxxx xxxxx (x^{xx}).
xx xxx xxx xxxxxxx xx xxx xxxx xx xxxxxxx xxxxx, xxx xx xxx xxxxxxx xxx xxxxxxxxx xxxxxxx xxxxxxx: xxxx xx xxx xxxxx xxxx xxxxx xxx xxx xxxx xx xxx xxxxxx xxxx (xxx xxxxx xxxxxx xxx xxxx xxxx, xxx xxx xxxxxx-xx xxxxxxxxx xxx).
xxxxx xxxxxxx xxx xxx xxxx xxx xxxxxxx xxxxx xxxx xxxx xxx xxxx xxxx xxxxxxx xxxx xx xxxxxx; xxx xxxx-xxxxxxxx xxxx xxxxxxx xx xx.

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Language: C++price

#include <variant>

// ...
// ...
// ...
// ...
// ...
// ...
// ...

// ...
struct VirtualPricer {
    virtual ~VirtualPricer() = default;
    virtual long long price(long long spot) const = 0;
};

struct VirtualForward : VirtualPricer {
    long long strike;
    long long qty;
    VirtualForward(long long s, long long q) : strike(s), qty(q) {}
    long long price(long long spot) const override {
        // ...
        (void)spot;
        return 0;
    }
};

struct VirtualCall : VirtualPricer {
    long long strike;
    long long qty;
    VirtualCall(long long s, long long q) : strike(s), qty(q) {}
    long long price(long long spot) const override {
        // ...
        (void)spot;
        return 0;
    }
};

// ...
// ...
// ...
template <typename Derived>
struct CrtpPricer {
    long long price(long long spot) const {
        // ...
        (void)spot;
        return 0;
    }
};

struct CrtpForward : CrtpPricer<CrtpForward> {
    long long strike;
    long long qty;
    CrtpForward(long long s, long long q) : strike(s), qty(q) {}
    long long payoff(long long spot) const {
        // ...
        (void)spot;
        return 0;
    }
};

struct CrtpCall : CrtpPricer<CrtpCall> {
    long long strike;
    long long qty;
    CrtpCall(long long s, long long q) : strike(s), qty(q) {}
    long long payoff(long long spot) const {
        // ...
        (void)spot;
        return 0;
    }
};

// ...
struct VarForward {
    long long strike;
    long long qty;
    VarForward(long long s, long long q) : strike(s), qty(q) {}
};

struct VarCall {
    long long strike;
    long long qty;
    VarCall(long long s, long long q) : strike(s), qty(q) {}
};

using AnyPricer = std::variant<VarForward, VarCall>;

inline long long price_any(const AnyPricer& pricer, long long spot) {
    // ...
    (void)pricer;
    (void)spot;
    return 0;
}

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