Header-only design is back in fashion for a reason. In quant tooling, the pain of ABI mismatches and linker friction often outweighs the cost of longer compile times.
Why Teams Choose It
Template-heavy code, compile-time parameter specialization, and cross-platform portability all favor header-only layouts. Users can inspect the implementation directly and integrate without build-system negotiation.
The Cost
Compile times increase and careful include hygiene becomes essential. That tradeoff is acceptable when the library is research infrastructure rather than a generic shared dependency.
Implication for Engine Design
Backtesting projects are increasingly presenting header-only APIs as a product differentiator: faster adoption, easier embedding, and more transparent optimization paths for advanced users.
