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Hard · template_metaprogramming · Quant Developer interview question · template-metaprogramming, expression-templates, crtp, c++17, low-latency, simd
Expression templates are a C++ metaprogramming technique used to optimize vector arithmetic by building a compile-time expression tree. This enables lazy evaluation, fusing multiple operations into a single loop without creating temporary objects. This pattern is critical in quantitative finance for high-throughput systems like risk engines, where it eliminates costly allocations on the hot path. Task Implement the expression template pattern for a fixed-size Vec<N> class. You must complete the