Introduction to C++ for financial engineers : an object-oriented approach / / Daniel J. Duffy

• Record Nr.: UNINA9910143712803321
• Autore: Duffy Daniel J.
• Pubbl/distr/stampa: Chichester, West Sussex, England : , : John Wiley & Sons. Ltd, , 2006; ©2006
• ISBN: 1-118-85646-5; 1-118-67337-9; 1-280-83905-8; 9786610839056; 0-470-05889-7
• Descrizione fisica: 1 online resource (440 p.)
• Collana: Wiley Finance
• Disciplina: 005.133; 005.133024332
• Soggetti: Financial engineering - Computer programs; C++ (Computer program language); Electronic books.
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Introduction to C ++for Financial Engineers; Contents; 0 Goals of this Book and Global Overview; 0.1 What is this Book?; 0.2 Why has this Book been Written?; 0.3 For whom is this Book Intended?; 0.4 Why should I read this Book?; 0.5 The Structure of this Book; 0.6 What this Book does not Cover; 0.7 More Information and Support; Part I C ++Essential Skills; 1 Introduction to C ++and Quantitative Finance; 1.1 Introduction and Objectives; 1.2 A Short History of C ++; 1.3 C ++, a Multi-Paradigm Language; 1.3.1 Object-Oriented Paradigm; 1.3.2 Generic Programming; 1.3.3 Procedural, Modular and Functional Programming1.4 C ++and Quantitative Finance: What's the Relationship?; 1.5 What is Software Quality?; 1.6 Summary and Conclusions; 1.7 Exercises; 2 The Mechanics of C ++: From Source Code to a Running Program; 2.1 Introduction and Objectives; 2.2 The Compilation Process; 2.3 Header Files and Source Files; 2.4 Creating Classes and Using their Objects; 2.5 Template ; Classes and Template Functions; 2.6 Kinds of Errors; 2.6.1 Compiler Errors; 2.6.2 Linker Errors; 2.6.3 Run-Time Errors; 2.7 The Struct Concept; 2.8 Useful Data Conversion Routines; 2.9 Summary and Conclusions2.10 Exercises and Projects; 3 C ++Fundamentals and My First Option Class; 3.1 Introduction and Objectives; 3.2 Class ==member data +member functions; 3.3 The Header File (Function Prototypes); 3.4 The Class Body (Code File); 3.5 Using the Class; 3.6 Examining the Class in Detail; 3.6.1 Accessibility Issues; 3.6.2 Using Standard Libraries; 3.6.3 The Scope Resolution Operator '::'; 3.6.4 Virtual Destructor: Better Safe than Sorry; 3.7 Other Paradigms; 3.8 Summary and Conclusions; 3.9 Questions, Exercises and Projects; 4 Creating Robust Classes; 4.1 Introduction and Objectives4.2 Call by Reference and Call by Value; 4.3 Constant Objects Everywhere; 4.3.1 Read-Only (Const) Member Functions; 4.4 Constructors in Detail; 4.4.1 Member Initialisation; 4.5 Static Member Data and Static Member Functions; 4.6 Function Overloading; 4.7 Non-Member Functions; 4.8 Performance Tips and Guidelines; 4.8.1 The 'Inline' Keyword; 4.8.2 Anonymous Objects in Function Code; 4.8.3 Loop Optimisation; 4.9 Summary and Conclusions; 4.10 Questions, Exercises and Projects; 5 Operator Overloading in C ++; 5.1 Introduction and Objectives; 5.2 What is Operator Overloading and what are the Possibilities?5.3 Why Use Operator Overloading? The Advantages; 5.4 Operator Overloading: The Steps; 5.4.1 A Special Case: The Assignment Operator; 5.5 Using Operator Overloading for Simple I/O; 5.6 Friend Functions in General; 5.6.1 Friend Classes; 5.7 Summary and Conclusions; 5.8 Exercise; Appendix: Useful Data Structures in C ++; 6 Memory Management in C ++; 6.1 Introduction and Objectives; 6.2 Single Objects and Arrays of Objects on the Stack; 6.3 Special Operators: '' and ''; 6.3.1 Single Objects; 6.3.2 Arrays of Objects; 6.4 Small Application: Working with Complex Numbers
• Sommario/riassunto: This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book:C++ fundamentals and object-oriented thinking in QFAdvanced object-oriented features such a