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Practical C++ Financial Programming by Carlos Oliveira

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CHAPTER 5

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Designing Numerical Classes

At the heart of any high-performance financial application there is a set of well-designed numerical classes. These classes are responsible for the implementation of concepts that are an integral part of tasks such as financial modeling, forecasting, and analysis of investment decisions. Without the support of mathematical models, it would be very difficult to propose and evaluate effective investment methodologies. That is why, as a programmer in the financial industry, you need to familiarize yourself with the best strategies to design and implement mathematically oriented code in C++. Although it is not ...

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