Practical C++ Financial Programming

CHAPTER 3

C++ Programming Techniques in Finance

The C++ language was created as an extension of C, which means that any program written in C is also a valid C++ program. However, experienced programmers typically make use of a set of high-level features made available exclusively in C++ as a way to control program complexity. This is an especially important consideration for financial software development, where we want to create fast and expressive applications.

In this chapter we explore a few fundamental techniques that financial programmers have used over the years to write better C++ code with less effort. These techniques have been selected ...