Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2023

C. OliveiraOptions and Derivatives Programming in C++23https://doi.org/10.1007/978-1-4842-9827-5_15

15. Using C++ Libraries for Finance

Carlos Oliveira¹  

(1)

Seattle, WA, USA

 

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, ...