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

by Carlos Oliveira
October 2023
Intermediate to advanced
312 pages
11h 1m
English
Apress
Content preview from 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_3

3. Basic C++ Algorithms

Carlos Oliveira1  
(1)
Seattle, WA, USA
 

To become a proficient software developer, it is essential to get a solid understanding of the basic algorithms used in an application area. This is especially applicable to financial derivatives, where some basic problems and algorithms are recurring. In this chapter, I examine some common algorithms encountered in C++ applications for analyzing and processing options and derivatives.

The basic algorithms in this area involve frequent tasks such as time series processing, date and time handling, ...

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Publisher Resources

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