Applying Design Patterns to C++ Financial Modeling

This work explores the application of design patterns within the realm of C++ financial modeling. Building upon a foundation of C++ fundamentals and mathematical finance, readers will learn to develop well-structured, reusable code. Through practical examples, the text illustrates how to enhance code robustness in the presence of exceptions, construct a generic factory, establish an interface between C++ and Excel, and leverage decoupling for improved code design. The accompanying website provides the complete ANSI/ISO compliant C++ source code for in-depth study and potential reuse.

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