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Practical C++20 financial programming : problem solving for quantitative finance, financial engineering, business, and economics /
Apply C++ to programming problems in the financial industry using this hands-on book, updated for C++20. It explains those aspects of the language that are more frequently used in writing financial software, including the Standard Template Library (STL), templates, and various numerical libraries. P...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berkeley, CA :
Apress,
2021.
|
| Edición: | 2nd ed. |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Intro
- Table of Contents
- About the Author
- Introduction
- Chapter 1: The Fixed Income Market
- Fixed Income Overview
- Why Use C++
- Calculating Simple Interest Rates
- Problem
- Solution
- How It Works
- Complete Code
- Sample Use
- Compound Interest
- Problem
- Solution
- How It Works
- Complete Code
- Sample Use
- Modeling Cash Flows
- Problem
- Solution
- Calculating Present Value
- Calculating Present Value in C++
- Using STL Containers
- Complete Code
- Running the Code
- Modeling Bonds
- Problem
- Solution
- Complete Code
- Running the Code
- Further Reference
- Conclusion
- Chapter 2: The Equities Market
- Equities Market Concepts
- Market Participants
- Moving Average Calculation
- Problem
- Solution
- Complete Code
- Running the Code
- Calculating Volatility
- Problem
- Solution
- Complete Code
- Running the Code
- Computing Instrument Correlation
- Problem
- Solution
- Complete Code
- Running the Code
- Calculating Fundamental Indicators
- Problem
- Solution
- Complete Code
- Running the Code
- Conclusion
- Chapter 3: C++ Programming Techniques in Finance
- Calculating Interest Rates for Investment Instruments
- Solution
- Complete Code
- Running the Code
- Creating Financial Statement Objects
- Solution
- Smart Pointers
- Using Unique Pointers
- Complete Code
- Transferring Ownership
- Pitfalls of Unique Pointers
- Determining Credit Ratings
- Solution
- Using Shared Pointers
- Complete Code
- Using the auto Keyword
- Collecting Transaction Data
- Solution
- Exception Handling
- Complete Code
- Implementing Vector Operations
- Solution
- Operator Overloading
- Complete Code
- Conclusion
- Chapter 4: Common Libraries for Financial Applications
- Handling Analyst Recommendations
- Solution
- More About STL Vectors and Maps
- Complete Code
- Performing Time-Series Transformations
- Solution
- Using STL Algorithms
- Complete Code
- Running the Code
- Copying Transaction Files
- Solution
- Boost Libraries
- Complete Code
- Running the Code
- Handling Dates
- Solution
- Complete Code
- Running the Code
- Conclusion
- Chapter 5: Designing Numerical Classes
- Representing Matrices in C++
- Solution
- Complete Code
- Using Templates to Calculate Factorials
- Solution
- Complete Code
- Running the Code
- Using C++20 Features to Compute Factorial
- Representing Calmar Ratios at Compile Time
- Solution
- Representing Calmar Ratios
- Complete Code
- Running the Code
- Generating Statistical Data
- Solution
- Probability Distributions
- Complete Code
- Running the Code
- Conclusion
- Chapter 6: Plotting Financial Data
- Plotting with Gnuplot
- Solution
- Complete Code
- Running the Code
- Plotting Data from a GUI
- Solution
- Complete Code
- Running the Code
- Conclusion
- Chapter 7: Linear Algebra