In Visual Studio, under C/C++ -> Code Generation -> Basic Runtime Checks, it has settings to do basic
runtime checking for uninitialized variables.

http://msdn.microsoft.com/en-us/library/8wtf2dfz.aspx

This seems to report local uninitialized variables in a function, but it doesn't seem to find
uninitialized variables from a class. Is that true? How can I find all uninitialized variables?