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Practical C++ Financial Programming by Carlos Oliveira

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CHAPTER 15

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Extending Financial Libraries

C++ is an expressive language that can be used to develop some of the most sophisticated software, including the high-performance applications that are routinely used in banks and other financial institutions. However, it is sometimes beneficial to combine and extend C++ libraries using interpreted languages that can simplify the creation of prototypes and other noncritical applications. A number of such interpreted languages are used for the purpose of connecting pre-compiled libraries. Among them, Python and Lua are among the most common interpreted languages employed in the financial industry.

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