You simply declare a class with private member variables and you don't provide any methods to change the value of these private members. That's it. You initialize the members only from the constructors of the class. Noone will be able to change the data of the class this way. The tool of C++ to create immutable objects is the private visibility of the members.
mutable
: This is one of the biggest hacks in C++. I've seen at most 2 places in my whole life where its usage was reasonable and this keyword is pretty much the opposite of what you are searching for. If you would search for a keyword in C++ that helps you at compile time to mark data members then you are searching for the const
keyword. If you mark a class member as const then you can initialize it only from the INITIALIZER LIST of constructors and you can no longer modify them throughout the lifetime of the instance. And this is not C++11, it is pure C++. There are no magic language features to provide immutability, you can do that only by programming smartly.