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Financial Instrument Pricing using C++, 2nd. Edition
Getting the source code of the book

Getting the source code of the book

HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source[..]
Financial Applications

Software Interoperability: Using QuantLib C++ Library in C# and Excel

This technical paper, which was published in Wilmott September magazine, is the second in a series of two on the design of software systems in computational finance. We created multi-language[..]
C++ "developments"

C++11, C++14 and C++17

C++11, C++14 and C++17. Design patterns, parallel programming and applications.
C#

Blog

Modern object-oriented and generic programming and design in the .NET Framework. Software Architecture and Design.
Financial Instrument Pricing using C++, 2nd. Edition

Summary

This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational[..]
Financial Instrument Pricing using C++, 2nd. Edition
Exercises

Exercises

Exercise 1 STL Algorithms Exercise 2 C++ Classes Exercise 3 Smart Pointers Exercise 4 Type Traits Exercise 5 C++ Multitasking Exercise 6 Data Types
Financial Instrument Pricing using C++, 2nd. Edition
Code updates

A code update

  TestComplexStep
Financial Instrument Pricing using C++, 2nd. Edition

Discussion

Financial Instrument Pricing using C++, 2nd. Edition

Errata Sheet

Financial Instrument Pricing using C++, 2nd. Edition
Sample chapter

Sample chapter

Chapter 1 A Tour of C++ and Environs
Financial Instrument Pricing using C++, 2nd. Edition

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Financial Instrument Pricing using C++, 2nd. Edition
Quizzes

Quiz

Quiz 1 Advanced Language Features Quiz 2 Lambda Functions Quiz 3 Smart Pointers Quiz 4 Tuple Quiz 5 Type Traits, Template Template Parameters and Policies Quiz 6 Data[..]
Computational finance

Computational Finance

For quant developers and analysts. Partial differential equations (PDE), Finite Difference (FDM) and numerical methods