C++ templates allow programmers to write generic code, which works without modification on different datatypes. Through the careful use of templates, C++ programmers can write expressive code with high performance and low overhead, without needing to rely exclusively on more computationally expensive object-oriented techniques, such as the design patterns presented in the previous chapter.
This chapter explores a few template-based programming practices that can be used to solve options- and derivatives-based financial problems. Here are some of the topics ...
