The first thing you will notice after installing Visual Studio 2008 is how quickly it loads. Even on my old Pentium four system Visual Studio is still snappy and responsive. Visual Studio 2008 includes the .NET Framework 3.5 and in the professional version you have the ability to target different versions of the .NET  framework. This is a huge advantage over Visual Studio 2005 were you could only target one framework. The .NET Framework 3.5 brings with it many additional class libraries and features. Some highlights include:

• Web 2.0
• p2p protocols
• Language Integrated Query (LINQ)
• expression trees and lambda methods
• Microsoft Office Support
• Asynchronous network I/O API and many more.

One of the stand out features that I am sure will make most institutional developers life easier is the inclusion of the Visual Studio Tools for Office. As you can see in the image below you are able to target office 2007 and 2003 and create templates, Add-Ins and workbooks.

The process is very streamlined and efficient no more messing around with multiple VBA files over several workbooks. As you would expect code migration is a straightforward process with the built-in wizard. Below are some screenshots showing the workflow for migrating QuantLib from the previous version of Visual Studio.

One caveat with older code bases is they may require modification of some of your defines in header files. You will probably require something like this if you are building across multiple platforms.

#elif (_MSC_VER == 1500)

#  ifndef 
#    define 

#  endif

Another great feature of Visual Studio 2008 is the Windows Presentation Foundation visual designer.  This allows for rapid development of superior GUI interfaces. The WPF designer is shown below:

Visual Studio 2008 Professional Edition really is the complete package it  is a must for any Quant Developer. It is geared towards the development of Windows Vista and Microsoft Office solutions, however with the HTML CSS editor and ability to target several smart devices you will find that you can achieve most development tasks within Visual Studio 2008.

Visual Studio 2008 Features

• MFC 9.0 for C++ devolpers.
• Code Metrics a code analysis tool.
• Windows Vista styles and UI widgets.
• STL/CLR which is basically the Standard Template Library for managed C++ code.
• Workflow designer.
• XAML based designer.
• LINQ to SQL designer.
• JavaScript IntelliSense and debugging support.
• UI widgets for Windows Forms and WPF.
• Multithread build system.
• Visual Studio Debugger.
• .NET 3.5 and ability to target 2.0, 3.0, 3.5, Silverlight and .NET Compact Framework.
• Split window ASP editor.

Download a trial of Microsoft Vista 2008 Professional Edition.

Install Process

The install process is really basic and can be summarised in just three steps as highlighted below.

After the DVD is inserted allow the autorun to launch the setup program and you will see a window with three options as shown below:

Simply click install Visual Studio 2008, select the components you wish to install and sit back and have a cup of coffee. After installing Visual Studio you will need to restart your computer and then install the MSDN Library. Below are some assorted screen shots from the process.

Links

Todays links will be related to development and tools that are handy for the creation of Automated Trading Systems.

QuantLib is an open source quantitative finance library written in C++.

Doxygen is an excellent source code documentation tool.

TortoiseSVN is a great subversion client for windows and integrates well with explorer.

Can’t afford Matlab Octave has much the same features and syntax and the best thing is the price FREE.

Quantnotes is a quant finance website with some very interesting articles.

An interesting article on Cracking Wall Street, long but worth the read.