Writing good financial code is a difficult task, one that cannot be done in isolation. As a software engineer, you frequently need to collaborate with others to achieve your development goals. You also need to use code that has been written by other groups. In particular, developers are constantly using libraries created by other companies or open source projects. Integrating these libraries into your own work is a major step to improve productivity.
In the world of quantitative finance, a number of C++ libraries have been used with great success. ...
