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, ...