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

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1

Global Overview of the Book

1.1 INTRODUCTION AND OBJECTIVES

The main goal of this book is to show how to design software systems for financial derivatives products using the object-oriented language C#. We have chosen C# for a number of reasons and we would like to explain the rationale behind this choice:

  • C# is relatively easy to learn (certainly when we compare it to C++). This means that it can be learned by traders, quants and other finance professionals who do not necessarily spend all their waking hours designing and implementing software systems. For example, people with a background in VBA will find the transition to C# much easier than the transition from VBA to C++. Furthermore, in many cases developer productivity levels in C# can be four times as high as with C++.
  • The .NET framework and C# offer the developer a range of functionality that he or she can use in financial applications. This is realised by the features in the language itself and by the libraries in the framework. We shall discuss these libraries and we shall also see in the rest of this book how they are used to create robust and flexible applications.
  • It is possible to create interoperable applications that consist of a mixture of C#, C++ and VBA code and that communicate with Excel and real-time data servers. In other words, it is possible to create .NET applications that can communicate with non .NET code and it is also possible to create non .NET applications that can communicate with .NET code. ...

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