It is often being claimed that D is at least as fast as C++.
Now, I am fairly new to D. But, here is an example where I want
to see how can this be made possible.
So far my C++ code compiles in ~850 ms.
While my D code runs in about 2.1 seconds.
The code translated in D looks as follows (can't see any attach
button here):
import std.stdio, std.math;
import std.datetime;
int main() {
StopWatch sw;
sw.start();
double C=0.0;
for (int k=0;k<10000;++k) { // iterate 1000x
double S0 = 100.0;
double r = 0.03;
double alpha = 0.07;
double sigma = 0.2;
double T = 1.0;
double strike = 100.0;
double S = 0.0;
const int n = 252;
double dt = T / n;
double R = exp(r*dt);
double u = exp(alpha*dt + sigma*sqrt(dt));
double d = exp(alpha*dt - sigma*sqrt(dt));
double qU = (R - d) / (R*(u - d));
double qD = (1 - R*qU) / R;
//double* call = new double [n + 1];
double[] call = new double[n+1];
for (int i = 0; i <= n; ++i) call[i] = fmax(S0*pow(u,
n-i)*pow(d, i)-strike, 0.0);
for (int i = n-1; i >= 0 ; --i) {
for (int j = 0; j <= i; ++j) {
call[j] = qU * call[j] + qD * call[j+1];
}
}
C = call[0];
//delete call; // since D is has a garbage collector,
explicit deallocation of arrays is not necessary.
// nevertheless we do this
}
long exec_ms = sw.peek().msecs;
writeln("Option value: ", C, " / execution time: ", exec_ms,
" ms\n" );
return 0;
}