{"title":"500 C++ Programs for Quantitative Finance","authors":"Quasar Chunawala","doi":"10.2139/ssrn.3408248","DOIUrl":null,"url":null,"abstract":"I have put together a compendium of over 500 C++ programs, discussing a plethora of topics spanning from modern C++ programming style, the standard template library(STL) containers and algorithms, numerical linear algebra, using Quantlib, to creating data structures and solvers commonly found in quantitative finance. The programs are intended to be descriptive and pedagogical.","PeriodicalId":208149,"journal":{"name":"Finance Educator: Courses","volume":"12 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance Educator: Courses","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3408248","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
I have put together a compendium of over 500 C++ programs, discussing a plethora of topics spanning from modern C++ programming style, the standard template library(STL) containers and algorithms, numerical linear algebra, using Quantlib, to creating data structures and solvers commonly found in quantitative finance. The programs are intended to be descriptive and pedagogical.