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Details
Table of Contents
Intro
Table of Contents
About the Author
Introduction
Chapter 1: The Fixed Income Market
Fixed Income Overview
Why Use C++
Calculating Simple Interest Rates
Problem
Solution
How It Works
Complete Code
Sample Use
Compound Interest
Problem
Solution
How It Works
Complete Code
Sample Use
Modeling Cash Flows
Problem
Solution
Calculating Present Value
Calculating Present Value in C++
Using STL Containers
Complete Code
Running the Code
Modeling Bonds
Problem
Solution
Complete Code
Running the Code
Further Reference
Conclusion
Chapter 2: The Equities Market
Equities Market Concepts
Market Participants
Moving Average Calculation
Problem
Solution
Complete Code
Running the Code
Calculating Volatility
Problem
Solution
Complete Code
Running the Code
Computing Instrument Correlation
Problem
Solution
Complete Code
Running the Code
Calculating Fundamental Indicators
Problem
Solution
Complete Code
Running the Code
Conclusion
Chapter 3: C++ Programming Techniques in Finance
Calculating Interest Rates for Investment Instruments
Solution
Complete Code
Running the Code
Creating Financial Statement Objects
Solution
Smart Pointers
Using Unique Pointers
Complete Code
Transferring Ownership
Pitfalls of Unique Pointers
Determining Credit Ratings
Solution
Using Shared Pointers
Complete Code
Using the auto Keyword
Collecting Transaction Data
Solution
Exception Handling
Complete Code
Implementing Vector Operations
Solution
Operator Overloading
Complete Code
Conclusion
Chapter 4: Common Libraries for Financial Applications
Handling Analyst Recommendations
Solution
More About STL Vectors and Maps
Complete Code
Performing Time-Series Transformations
Solution
Using STL Algorithms
Complete Code
Running the Code
Copying Transaction Files
Solution
Boost Libraries
Complete Code
Running the Code
Handling Dates
Solution
Complete Code
Running the Code
Conclusion
Chapter 5: Designing Numerical Classes
Representing Matrices in C++
Solution
Complete Code
Using Templates to Calculate Factorials
Solution
Complete Code
Running the Code
Using C++20 Features to Compute Factorial
Representing Calmar Ratios at Compile Time
Solution
Representing Calmar Ratios
Complete Code
Running the Code
Generating Statistical Data
Solution
Probability Distributions
Complete Code
Running the Code
Conclusion
Chapter 6: Plotting Financial Data
Plotting with Gnuplot
Solution
Complete Code
Running the Code
Plotting Data from a GUI
Solution
Complete Code
Running the Code
Conclusion
Chapter 7: Linear Algebra
Table of Contents
About the Author
Introduction
Chapter 1: The Fixed Income Market
Fixed Income Overview
Why Use C++
Calculating Simple Interest Rates
Problem
Solution
How It Works
Complete Code
Sample Use
Compound Interest
Problem
Solution
How It Works
Complete Code
Sample Use
Modeling Cash Flows
Problem
Solution
Calculating Present Value
Calculating Present Value in C++
Using STL Containers
Complete Code
Running the Code
Modeling Bonds
Problem
Solution
Complete Code
Running the Code
Further Reference
Conclusion
Chapter 2: The Equities Market
Equities Market Concepts
Market Participants
Moving Average Calculation
Problem
Solution
Complete Code
Running the Code
Calculating Volatility
Problem
Solution
Complete Code
Running the Code
Computing Instrument Correlation
Problem
Solution
Complete Code
Running the Code
Calculating Fundamental Indicators
Problem
Solution
Complete Code
Running the Code
Conclusion
Chapter 3: C++ Programming Techniques in Finance
Calculating Interest Rates for Investment Instruments
Solution
Complete Code
Running the Code
Creating Financial Statement Objects
Solution
Smart Pointers
Using Unique Pointers
Complete Code
Transferring Ownership
Pitfalls of Unique Pointers
Determining Credit Ratings
Solution
Using Shared Pointers
Complete Code
Using the auto Keyword
Collecting Transaction Data
Solution
Exception Handling
Complete Code
Implementing Vector Operations
Solution
Operator Overloading
Complete Code
Conclusion
Chapter 4: Common Libraries for Financial Applications
Handling Analyst Recommendations
Solution
More About STL Vectors and Maps
Complete Code
Performing Time-Series Transformations
Solution
Using STL Algorithms
Complete Code
Running the Code
Copying Transaction Files
Solution
Boost Libraries
Complete Code
Running the Code
Handling Dates
Solution
Complete Code
Running the Code
Conclusion
Chapter 5: Designing Numerical Classes
Representing Matrices in C++
Solution
Complete Code
Using Templates to Calculate Factorials
Solution
Complete Code
Running the Code
Using C++20 Features to Compute Factorial
Representing Calmar Ratios at Compile Time
Solution
Representing Calmar Ratios
Complete Code
Running the Code
Generating Statistical Data
Solution
Probability Distributions
Complete Code
Running the Code
Conclusion
Chapter 6: Plotting Financial Data
Plotting with Gnuplot
Solution
Complete Code
Running the Code
Plotting Data from a GUI
Solution
Complete Code
Running the Code
Conclusion
Chapter 7: Linear Algebra