In Win32 programming a handful of POD structs is used. Those structs often need to be zeroed out before usage.
This can be done by calling memset()
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If your code will serve as an example to countless Visual Basic developers who are likely to not notice or understand the C++ = {}
construct, ZeroMemory is a good way to make the C++ code look more like pseudocode and minimize the incidence of subtle, hair-ripping initialization bugs.
That's the concern that the MSDN article authors faced, which then explains why ZeroMemory shows up in so much code (even C++ code).
On the other hand, if the purpose of your C++ code is to make a working product, rather than to teach the world, using the elegant and expressive power of the C++ language is a great idea.