C++ – Run a function before initializing a class member

Comma operator to the rescue! An expression (a, b) will evaluate a first, then b.

class DisplayOpenGL {
public:
    DisplayOpenGL(HWND hwnd)
    : m_device(hwnd),
      m_opengl((m_device.SetPixelFormat(), m_device)) { };
private:
    DeviceContext m_device;
    OpenGLContext m_opengl;
};