For the last 30 years, object-oriented techniques have become the standard for software analysis and development. Since C++ fully supports OO programming, it is essential that you have a good understanding of OO techniques in order to solve many of the challenges presented by options and derivatives programming.
This chapter presents a practical summary of the programming topics you need to understand in order to become proficient in the relevant OO concepts and techniques used in the field of options and derivatives analysis. Some of the topics covered ...