LEADER 00000cam a2200601 a 4500 003 OCoLC 005 20240129213017.0 006 m o d 007 cr un|---aucuu 008 210410s2021 cau o 000 0 eng d 019 1244806370|a1252630589|a1302294117 020 9781484268346|q(electronic bk.) 020 1484268342|q(electronic bk.) 024 7 10.1007/978-1-4842-6834-6|2doi 029 1 AU@|b000069095399 035 (OCoLC)1245663673|z(OCoLC)1244806370|z(OCoLC)1252630589 |z(OCoLC)1302294117 040 EBLCP|beng|epn|cEBLCP|dGW5XE|dYDX|dOCLCO|dOCLCF|dN$T |dUKAHL|dLVT|dOCLCQ|dOCLCO|dOCLCQ|dOCLCO 049 INap 082 04 005.133 082 04 005.133|223 099 eBook O'Reilly for Public Libraries 100 1 Oliveira, Carlos. 245 10 Practical C++20 financial programming :|bproblem solving for quantitative finance, financial engineering, business, and economics /|cCarlos Oliveira.|h[O'Reilly electronic resource] 250 2nd ed. 260 Berkeley, CA :|bApress,|c2021. 300 1 online resource (523 pages) 336 text|btxt|2rdacontent 337 computer|bc|2rdamedia 338 online resource|bcr|2rdacarrier 500 Using Basic Linear Algebra Operations. 505 0 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 505 8 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 505 8 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 505 8 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 505 8 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 520 Apply C++ to programming problems in the financial industry using this hands-on book, updated for C++20. It explains those aspects of the language that are more frequently used in writing financial software, including the Standard Template Library (STL), templates, and various numerical libraries. Practical C++20 Financial Programming also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide. Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to- day work. You'll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you'll learn how all these techniques can be applied to some of the most common areas of financial software development. These areas include performance price forecasting, optimizing investment portfolios, and more. The book style is quick and to-the-point, delivering a refreshing view of what one needs to master in order to thrive as a C++ programmer in the financial industry. You will: Cover aspects of C++ especially relevant to financial programming Write working solutions to commonly encountered problems in finance Design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries. 588 0 Print version record. 590 O'Reilly|bO'Reilly Online Learning: Academic/Public Library Edition 650 0 C++ (Computer program language) 650 0 Finance|xComputer programs. 650 6 C++ (Langage de programmation) 650 7 C++ (Computer program language)|2fast 650 7 Finance|xComputer programs|2fast 776 08 |iPrint version:|aOliveira, Carlos.|tPractical C++20 Financial Programming.|dBerkeley, CA : Apress L.P., ©2021 |z9781484268339 856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https:// learning.oreilly.com/library/view/~/9781484268346/?ar |aAvailable on O'Reilly for Public Libraries 938 Askews and Holts Library Services|bASKH|nAH38627746 938 ProQuest Ebook Central|bEBLB|nEBL6533374 938 EBSCOhost|bEBSC|n2903516 938 YBP Library Services|bYANK|n302032661 994 92|bJFN