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C# for Financial Markets by Andrea Germani, Daniel J. Duffy

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Index

abscissa values

absolute value

abstract classes

Abstract Data Type (ADT)

Abstract Factory

abstraction

abstract methods

access control systems

accrediting IRS

accrual period

accrued interest

accuracy

actions

Activator

adapters

additive process

ADE see Alternating Direction Explicit method

ad-hoc polymorphism

ADT see Abstract Data Type

advanced lattices

AggregateException

aggregate systems

aggregation

aggregation/composition

aggregation methods

Akima method

ALGLIB

algorithmic trading systems

algorithms

Alternating Direction Explicit (ADE) method

Amdahl's law

American options

ADE method

amortising

amortising cap

amortising IRS

analogical reasoning

annuity

anonymity

anonymous methods

API see application programming interface

AppDomain

application domains

application manifest

application programming interface (API)

code generation

applications

approximation, function derivatives

arbitrage-free conditions

arbitragers

Arithmetic Mean Method

arithmetic operators

ArrayGenerator

ArrayList

arrays

Array<T>

ASCII characters

assemblies

AssemblyInfo.cs

assembly manifest

asset price

assets

asset swap

asset swap spread

assignment operators

association

associative arrays

associative containers

associative matrices

asymptotic accuracy

asynchronous delegates

asynchronous events

asynchronous methods

ATM see at the money

ATMF see at the money forward

at the money (ATM)

at the money forward (ATMF)

AtmStrikeBuilder

atomicity

at par

attributes

see also custom attributes

automated trading systems ...

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