How to immediately invoke a C++ lambda?

A constructor from a class I'm inheriting requires a non-trivial object to be passed in. Similar to this:

MyFoo::MyFoo() : SomeBase( complexstuff )
{
    return;
}

The complexstuff has little to do with MyFoo, so I didn't want to have to pass it in.

Instead of writing some kind of 1-off temporary function that returns complexstuff I used a lambda. What took me a few minutes to figure out is I have to invoke the lambda. So my code now looks like this:

MyFoo::MyFoo() : SomeBase(
    []()
    {
        /* blah blah do stuff with complexstuff */
        return complexstuff;
    } () )
{
    return;
}

If you didn't catch it, it is subtle. But after the lambda body, I had to put () to tell the compiler to immediately "run" the lambda. Which made sense after I figured out what I had done wrong. Otherwise, without the () to invoke the lambda, gcc says something similar to this:

error: no matching function for call to 'SomeBase(<lambda()>)'

But now that has me thinking -- did I do this correctly? Is there a better way in C++11 or C++14 to tell the compiler that I want it to immediately invoke a lambda I've written? Or is appending an empty () like I did the usual way to do this?