The Cephei generator is a model-oriented generator that generates each layer of the architecture using the full context to avoid broken interfaces, memory leaks, phantom exceptions and excessive copying. With a model-oriented generator there is no need to decorate the Quant library with generator hints (that you need for SWIG), or even to have access to the (non-header) source code. Using the model context it is possible to generate:

  • Wrapper for Native C++ code that allows users to ignore the foibles of C++ like object ownership, lifecycle and calling conventions.
  • Wrapper for Native C++ that allows all collection types to be represented with CTS collection interfaces, without marshalled calls every time a collection is used.
  • Wrapper that allows classes to be cast to their base types (e.g. FloatingBond -> Bond -> Instrument) without copying or reinterpreted casting.
  • Multiple inheritance through interface implementation.
  • Sparx Enterprise Architect UML editing of classes to hide internal utility methods and abstract methods.
  • XML/JSON serialisation with lazy instantiation for messaging, persistence and intelligent code-generation
  • Functional library for IntelliSense in F# scripting
  • Excel function library

The Cephei generator runs as part of the full continuous integration code build environment to generate all the architecture layers as the underlying C++ library is evolved. With Cephei.gen is easily possible to build test-cases for new C++ functions using Excel, F# scripts or MSTest/NUnit test cases.





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