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Quantitative Finance by Erik Schlogl

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Chapter 1

A brief review of the C++ programming language

The purpose of this chapter is to introduce to the reader the elements of the C++ programming language used throughout the book. In order to keep the book as self-contained as possible, the key features of the language are briefly discussed. However, readers without prior exposure to C++ may wish to supplement this chapter by consulting one of the many excellent textbooks, such as Shtern (2000), or the book on C++ by its inventor, Bjarne Stroustrup.1 Readers already familiar with C++ can safely skip this chapter. All the C++ source code discussed in this and in subsequent chapters is available for download from the website for this book, at http://www.schlogl.com/QF.

1.1 Getting started ...

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